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ms:MorganStanleyTrustPrivateBankNationalAssociationMember ms:StandardizedApproachTransitionalRulesMember 2015-12-31 0000895421 us-gaap:NoncontrollingInterestMember us-gaap:AdjustmentsForNewAccountingPrincipleEarlyAdoptionMember us-gaap:PreviousAccountingGuidanceMember 2016-01-01 2016-03-31 iso4217:USD xbrli:pure xbrli:shares iso4217:USD xbrli:shares iso4217:USD ms:MWh 5029000000 0 2763000000 4327000000 2849000000 11225000000 514000000 422000000 <div><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >10.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Long-Term </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Borrowings and Other Secured Financings. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Long-Term Borrowings. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Components of Long-term Borrowings. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:344.25pt;text-align:justify;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31, 2016</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >December 31, 2015</font></td></tr><tr style='height:6pt;' ><td style='width:344.25pt;text-align:justify;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:152.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:152.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Senior debt </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149,060</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >140,494</font></td></tr><tr style='height:12.75pt;' ><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Subordinated debt </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10,895</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10,404</font></td></tr><tr style='height:12.75pt;' ><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Junior subordinated debentures </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,849</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,870</font></td></tr><tr style='height:13.5pt;' ><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >162,804</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >153,768</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >During the </font><font style='font-family:Times New Roman;font-size:10pt;' >quarter ended</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, the Company issued </font><font style='font-family:Times New Roman;font-size:10pt;' >notes with a principal amount of approximately $</font><font style='font-family:Times New Roman;font-size:10pt;' >13.2</font><font style='font-family:Times New Roman;font-size:10pt;' > billion and $</font><font style='font-family:Times New Roman;font-size:10pt;' >11.3</font><font style='font-family:Times New Roman;font-size:10pt;' > billion, respectively, and </font><font style='font-family:Times New Roman;font-size:10pt;' >approximately $</font><font style='font-family:Times New Roman;font-size:10pt;' >8.0</font><font style='font-family:Times New Roman;font-size:10pt;' > billion and $</font><font style='font-family:Times New Roman;font-size:10pt;' >5.3 </font><font style='font-family:Times New Roman;font-size:10pt;' >billion, respectively, in aggregate long-term borrowings </font><font style='font-family:Times New Roman;font-size:10pt;' >matured or</font><font style='font-family:Times New Roman;font-size:10pt;' > were</font><font style='font-family:Times New Roman;font-size:10pt;' > retired. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The w</font><font style='font-family:Times New Roman;font-size:10pt;' >eighted average maturity of </font><font style='font-family:Times New Roman;font-size:10pt;' >long-term borrowings, based upon stated maturity dates</font><font style='font-family:Times New Roman;font-size:10pt;' >,</font><font style='font-family:Times New Roman;font-size:10pt;' > w</font><font style='font-family:Times New Roman;font-size:10pt;' >as approximately 6.2 years and 6.1 years at </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >and December&#160;31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, respectively.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Other Secured Financings.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Other secured financings include the liabilities related to transfers of financial assets that are accounted for as financings rather than sales, consolidated VIEs where the Company is deemed to be the prim</font><font style='font-family:Times New Roman;font-size:10pt;' >ary beneficiary, pledged commodities, certain equity-linked notes and other secured borrowings. </font><font style='font-family:Times New Roman;font-size:10pt;' >These liabilities are generally payable from the cash flows of the related assets accounted fo</font><font style='font-family:Times New Roman;font-size:10pt;' >r as </font><font style='font-family:Times New Roman;font-size:10pt;' >Trading</font><font style='font-family:Times New Roman;font-size:10pt;' > assets</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;color:#FF0000;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >See Note 12 for further i</font><font style='font-family:Times New Roman;font-size:10pt;' >nformation on Other secured financings related to VIEs and securitization activities. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Components of </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Other Secured Financings. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:18pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:340.5pt;text-align:left;border-color:Black;min-width:340.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31, 2016</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >December 31, 2015</font></td></tr><tr style='height:6.75pt;' ><td colspan='2' rowspan='1' style='width:350.25pt;text-align:left;border-color:Black;min-width:350.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:141pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:350.25pt;text-align:left;border-color:Black;min-width:350.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Secured financings with original maturities greater than one year</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,551</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,629</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:350.25pt;text-align:left;border-color:Black;min-width:350.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Secured financings with original maturities one year or less</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,373</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,435</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:350.25pt;text-align:left;border-color:Black;min-width:350.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Failed sales(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >392</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >400</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:340.5pt;text-align:left;border-color:Black;min-width:340.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,316</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,464</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >___________</font></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > For more information </font><font style='font-family:Times New Roman;font-size:7.5pt;' >on failed sales, see Note 12.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font></p></div> 1215000000 0.018 193000000 55403000000 3875000000 2619000000 26000000 0 1648000000 0 0.39 68158000000 676000000 -11000000 -85000000 -6691000000 0 1000000 0 5 72000000 0.074 5000000 12 3843000000 730322000000 0 1607000000 220289000000 849000000 76000000 21780000000 493000000 63000000 0.01 41900000000 68229000000 -20000000 321000000 0 39000000 -0.11 0.56 194003000000 347000000 6550000000 0 20976000000 0.57 274000000 24499000000 0 133000000 -111000000 0 3554000000 0.32 0 35478000000 163000000 50717000000 3205000000 870000000 545000000 224000000 437000000 0.78 0 7961000000 138907000000 0.03 0 151000000 38000000 4774000000 486000000 1000000 806000000 0 69000000 787000000 591000000 7629000000 6864262000000 0.28 -61800000000 299000000 143000000 99000000 5334000000 1370000000 <div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#FFFFFF;' ></font></td><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td colspan='9' rowspan='1' style='width:291pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:291pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:18pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gross Amounts(1)</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amounts </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Offset</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net Amounts Presented</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amounts Not Offset(2)</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net Exposure</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:171.75pt;text-align:center;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:291pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:291pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Assets</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >159,780</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(61,006)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >98,774</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(96,204)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,570</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities borrowed</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >146,262</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5,849)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >140,413</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(131,872)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,541</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Liabilities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >102,311</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(61,006)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >41,305</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(34,928)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,377</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities loaned</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,989</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5,849)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,140</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(16,849)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >291</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#FFFFFF;' ></font></td><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td colspan='9' rowspan='1' style='width:291pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:291pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:18pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gross Amounts(1)</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amounts </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Offset</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net Amounts Presented</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amounts Not Offset(2)</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net Exposure</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:171.75pt;text-align:center;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:291pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:291pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Assets</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >135,714</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(48,057)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >87,657</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(84,752)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,905</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities borrowed</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >147,445</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5,029)</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >142,416</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(134,250)</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,166</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Liabilities</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >84,749</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(48,057)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,692</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(31,604)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,088</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities loaned</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,387</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5,029)</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,358</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(18,881)</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >477</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts include $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >2.5</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of Securities purchased under agreements to resell, $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >4.4</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of Securities borrowed, $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >6.2</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of Securities sold under agreements to repurchase and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >0.1</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of Securities loaned at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and $2.6 billion of Securities purchased under agreements to resell, $3.0 billion of Securities borrowed and $4</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.9 billion of Securities sold under agreements to repurchase at December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, which are either not subject to master netting agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(</font><font style='font-family:Times New Roman;font-size:7.5pt;' >2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts relate to master netting </font><font style='font-family:Times New Roman;font-size:7.5pt;' >agreements that</font><font style='font-family:Times New Roman;font-size:7.5pt;' > have been determined by the Company to be legally enforceable in the event of default</font><font style='font-family:Times New Roman;font-size:7.5pt;' > but where certain other criteria are not met in accordance with applicable offsetting accounting guidance. </font></p></div> 0.07 22174000000 0 184000000 502000000 1244000000 887000000 104000000 7140000000 21745000000 316000000 10324000000 -48000000 2000000 3491000000 0 179000000 534000000 220000000 3632000000 13000000 5000000 25000000 0 2661000000 221000000 304000000 5996000000 5936000000 25000000 13470000000 1134000000 48472000000 4000000 279000000 400000000 0 27000000 0 0 -3000000 3500000000 72000000 783000000 10000000 545000000 0.014 0.63 9470000000 30000000 21762000000 0.09 0.67 6000000 0.56 378000000 492000000 17978000000 0 0.013 278000000 398182000000 P6Y2M 23000000 1001000000 0 0.07 44000000 36008000000 12000000 0.42 109139000000 -42386000000 2361000000 21000000 532000000 2000000 48000000 1046000000 5265000000 162804000000 0 8000000 3183000000 -3090000000 0.006 2220000000 1490000000 60000000 65034000000 2558000000 3000000 6000000 0 -11000000 4766000000 38000000 0 0 <div><table style='border-collapse:collapse;' ><tr style='height:15pt;' ><td colspan='12' rowspan='1' style='width:501.75pt;text-align:left;border-color:Black;min-width:501.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Credit Quality Indicators for Loans Held for Investment, Gross of Allowance for Loan Losses, by Product Type.</font></td></tr><tr style='height:15pt;' ><td colspan='12' rowspan='1' style='width:501.75pt;text-align:left;border-color:Black;min-width:501.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td></tr><tr style='height:15pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Corporate</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Consumer</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate </font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Wholesale </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Pass</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23,129</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,174</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,745</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,816</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >73,864</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Special mention</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >437</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >437</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Substandard</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,454</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,489</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Doubtful</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >106</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >106</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loss</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:15.75pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total loans</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,126</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,174</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,780</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,816</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >75,896</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:19.5pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Corporate</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Consumer</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Wholesale </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Pass</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,040</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,528</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,828</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,839</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71,235</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Special mention</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >300</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >300</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Substandard</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,202</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,237</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Doubtful</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loss</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total loans</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23,554</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,528</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,863</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,839</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72,784</font></td></tr></table></div> 19942000000 0.4 6835000000 0 13913000000 0 0 126000000 No 166810000000 0 <div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:300.75pt;text-align:left;border-color:Black;min-width:300.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#FFFFFF;' ></font></td><td style='width:70.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31, 2016</font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:70.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >December 31, 2015</font></td></tr><tr style='height:11.25pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:300.75pt;text-align:justify;border-color:Black;min-width:300.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:151.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:342.75pt;text-align:left;border-color:Black;min-width:342.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities(1) </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:70.5pt;text-align:right;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,909</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:70.5pt;text-align:right;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,390</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:342.75pt;text-align:left;border-color:Black;min-width:342.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8213;Cash deposited with clearing organizations or segregated under</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:70.5pt;text-align:left;border-color:Black;min-width:70.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:70.5pt;text-align:left;border-color:Black;min-width:70.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:332.25pt;text-align:left;border-color:Black;min-width:332.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >federal and other regulations or requirements</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:70.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,808</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:70.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,469</font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:316.5pt;text-align:left;border-color:Black;min-width:316.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:70.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >50,717</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:70.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >45,859</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><ul><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >Securities deposited with clearing organizations or segregated under federal and other regulations or requirements are sourced from Securities purchased under agreements to resell and Trading assets in the </font><font style='font-family:Times New Roman;font-size:7.5pt;' >condensed </font><font style='font-family:Times New Roman;font-size:7.5pt;' >consolidated </font><font style='font-family:Times New Roman;font-size:7.5pt;' >balance sheet</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></li></ul></div> 149631000000 1137000000 7 8000000 10000000 0 <div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:285.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:285.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended March 31, 2016</font></td></tr><tr style='height:21.75pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Institutional Securities(1)</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >&#160;Wealth Management</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Investment Management</font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Intersegment Eliminations</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:3pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:168.75pt;text-align:left;border-color:Black;min-width:168.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:48pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:54pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:54pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:48pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:45pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:168.75pt;text-align:justify;border-color:Black;min-width:168.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='10' rowspan='1' style='width:294.75pt;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total non-interest revenues(2)(3)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,645</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,837</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >478</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(67)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,893</font></td></tr><tr style='height:17.25pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:center;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest income</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,053</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >914</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(221)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,747</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:center;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest expense</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >984</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >83</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(221)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >848</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:233.25pt;text-align:center;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net interest</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >69</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >831</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >899</font></td></tr><tr style='height:15pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net revenues</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,714</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,668</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >477</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(67)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,792</font></td></tr><tr style='height:3pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations before income</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:233.25pt;text-align:center;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >taxes</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >908</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >786</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,738</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for income taxes</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >275</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >293</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >578</font></td></tr><tr style='height:13.5pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >633</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >493</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,160</font></td></tr><tr style='height:3.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:168.75pt;text-align:left;border-color:Black;min-width:168.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Discontinued operations:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:233.25pt;text-align:left;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations before </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >income taxes</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:233.25pt;text-align:left;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for (benefit from) income taxes</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:222pt;text-align:left;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >630</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >493</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,157</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:233.25pt;text-align:left;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income (loss) applicable to noncontrolling interests</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(16)</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23</font></td></tr><tr style='height:12pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income applicable to Morgan Stanley</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >591</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >493</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >50</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,134</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:285pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:285pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended March 31, 2015</font></td></tr><tr style='height:20.25pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Institutional Securities</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >&#160;Wealth Management</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Investment Management</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Intersegment Eliminations</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:3pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:46.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:54.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:54.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:48pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:45pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:169.5pt;text-align:justify;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='10' rowspan='1' style='width:294pt;text-align:center;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total non-interest revenues(2)(3)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,546</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,145</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >674</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(54)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,311</font></td></tr><tr style='height:17.25pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:center;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest income</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >870</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >737</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(124)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,484</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:center;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest expense</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >958</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >48</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(124)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >888</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:234pt;text-align:center;border-color:Black;min-width:234pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net interest</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(88)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >689</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >596</font></td></tr><tr style='height:15pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:222.75pt;text-align:center;border-color:Black;min-width:222.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net revenues</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,458</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,834</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >669</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(54)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,907</font></td></tr><tr style='height:13.5pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations before income</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:234pt;text-align:left;border-color:Black;min-width:234pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >taxes</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,813</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >855</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >187</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,855</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for income taxes(4)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >320</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >61</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >387</font></td></tr><tr style='height:13.5pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,807</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >535</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >126</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,468</font></td></tr><tr style='height:3.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Discontinued operations:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:234pt;text-align:left;border-color:Black;min-width:234pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations before</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:222.75pt;text-align:center;border-color:Black;min-width:222.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >income taxes</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(8)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(8)</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:234pt;text-align:left;border-color:Black;min-width:234pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for (benefit from) income taxes</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:222.75pt;text-align:left;border-color:Black;min-width:222.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,802</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >535</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >126</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,463</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:234pt;text-align:left;border-color:Black;min-width:234pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income applicable to noncontrolling interests</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >69</font></td></tr><tr style='height:12pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income applicable to Morgan Stanley</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,750</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >535</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,394</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1) In accordance with the early adoption of a provision of the accounting update </font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >Recognition and Measurement of Financial Assets and Financial Liabilities</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, unrealized DVA gains (losses) in the quarter ended March 31, 2016 are recorded within OCI in </font><font style='font-family:Times New Roman;font-size:7.5pt;' >the condensed consolidated statements of comprehensive income. See Notes 2 and 14 for further information.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2) In certain management fee arrangements, the Company is entitled to receive performance-based fees (also referred to as incentive fees and inclu</font><font style='font-family:Times New Roman;font-size:7.5pt;' >des carried interest) when the return on assets under management exceeds certain benchmark returns or other performance targets. In such arrangements, performance fee revenues are accrued (or reversed) quarterly based on measuring account/fund performance </font><font style='font-family:Times New Roman;font-size:7.5pt;' >to date versus the performance benchmark stated in the investment management agreement. The Company&#8217;s portion of unrealized cumulative amount of performance-based fee revenue (for which the Company is not obligated to pay compensation) at risk of reversing</font><font style='font-family:Times New Roman;font-size:7.5pt;' > if fund performance falls below stated investment management agreement benchmarks was approximately $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >422</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million at both </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and December 31, 2015. See </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Note 11</font><font style='font-family:Times New Roman;font-size:7.5pt;' > for information regarding general partner guarantees, which include potenti</font><font style='font-family:Times New Roman;font-size:7.5pt;' >al obligations to return performance fee distributions previously received. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3) The Company waiv</font><font style='font-family:Times New Roman;font-size:7.5pt;' >es </font><font style='font-family:Times New Roman;font-size:7.5pt;' >a portion of its fees </font><font style='font-family:Times New Roman;font-size:7.5pt;' >from</font><font style='font-family:Times New Roman;font-size:7.5pt;' > certain registered money market funds that comply with the requirements of Rule 2a-7 of the Investment Company Act of 1940. The</font><font style='font-family:Times New Roman;font-size:7.5pt;' >se fee waivers resulted in a reduction of fees of approximately $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >23</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >50</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million, respectively, for the quarters ended March 31, 2016 and 2015. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4</font><font style='font-family:Times New Roman;font-size:7.5pt;' >)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >The Company&#8217;s effective tax rate from continuing operations for the </font><font style='font-family:Times New Roman;font-size:7.5pt;' >quarter ended </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > 20</font><font style='font-family:Times New Roman;font-size:7.5pt;' >15 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >include</font><font style='font-family:Times New Roman;font-size:7.5pt;' >d a net discrete tax benefit of </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >564</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >within Institutional Securities</font><font style='font-family:Times New Roman;font-size:7.5pt;' > (see Note 18).</font></p></div> 0.14 35529000000 13402000000 115000000 0 0.73 6816000000 1055000000 -40473000000 19000000 16786000000 647000000 <div><table style='border-collapse:collapse;' ><tr style='height:22.5pt;' ><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:316.5pt;text-align:left;border-color:Black;min-width:316.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:72pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31, 2016(1)</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >December 31, 2015(1)</font></td></tr><tr style='height:6.75pt;' ><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:316.5pt;text-align:left;border-color:Black;min-width:316.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:162pt;text-align:center;border-color:Black;min-width:162pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:339pt;text-align:justify;border-color:Black;min-width:339pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Savings and demand deposits</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >154,049</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >153,346</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:339pt;text-align:justify;border-color:Black;min-width:339pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Time deposits(2)</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,542</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,688</font></td></tr><tr style='height:13.5pt;' ><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:316.5pt;text-align:justify;border-color:Black;min-width:316.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total(3)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >157,591</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >156,034</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1</font><font style='font-family:Times New Roman;font-size:7.5pt;' >)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Total deposits subject to the FDIC insurance at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' > were $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >114</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >113</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion, respectively. Of the total time deposits subject to the FDIC insurance at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >15</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >14</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million, respectively, met or exceeded the FDIC insurance limit. &#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2) </font><font style='font-family:Times New Roman;font-size:7.5pt;' > Certain time deposit accounts are carried at fair value under the fair value option (see Note 3).</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > The Company&#8217;s deposits were primarily held in the U.S. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ></p></div> 11 1500000000 0 0.04 160000000 0 2000000 31469000000 0.69 75182000000 1 13200000000 461000000 0.09 170000000 0.015 2409000000 51058000000 -1000000 201000000 1538532000000 0.08 61006000000 0 9869000000 11240000000 0 2854000000 1.21 4932000000 141000000 3090000000 0.1 547000000 1000000 0 126872000000 4000000 35843000000 1750000000 448000000 14915000000 0.99 9000000 7644000000 0 0 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >13.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Regulatory Requirements. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Regulatory Capital Framework</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >.</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >&#160;&#160;&#160;&#160;&#160;</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a discussion of the Company&#8217;s regulatory capital framework, see Note 14 to the consolidated financial statements in the 2015 Form 10-K.</font></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Risk-Based Capital R</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >equirement</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company is required to maintain minimum risk-based and leverage capital ratios under the regulatory capital requirements. The Company&#8217;s binding risk-based capital ratios for regulatory purposes are the lower of the </font><font style='font-family:Times New Roman;font-size:10pt;' >capital ratios computed under the (</font><font style='font-family:Times New Roman;font-size:10pt;' >i</font><font style='font-family:Times New Roman;font-size:10pt;' >) standardized approaches for calculating credit risk-weighted assets (&#8220;RWAs&#8221;) and market risk RWAs (the &#8220;Standardized Approach&#8221;); and (ii) applicable advanced approaches for calculating credit risk, market risk and oper</font><font style='font-family:Times New Roman;font-size:10pt;' >ational risk RWAs (the &#8220;Advanced Approach&#8221;). </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >In addition to the minimum risk-based capital ratio requirements, on a fully phased-in basis by 2019, the Company will be subject to:</font></p><ul><li style='list-style:disc;text-align:justify;margin-top:7.5pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;' >A greater than 2.5% Common Equity Tier 1 capital conservation buffer;</font></li><li style='list-style:disc;text-align:justify;margin-top:7.5pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;' >The C</font><font style='font-family:Times New Roman;font-size:10pt;' >ommon Equity Tier 1 global systemically important bank (&#8220;G-SIB&#8221;) capital surcharge, which the Federal Reserve calculated as 3% for the Company in July 2015; and </font></li><li style='list-style:disc;text-align:justify;margin-top:7.5pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;' >Up to a 2.5% Common Equity Tier 1 countercyclical capital buffer, currently set by banking reg</font><font style='font-family:Times New Roman;font-size:10pt;' >ulators at zero </font><font style='font-family:Times New Roman;font-size:10pt;' >(collectively, the &#8220;buffers&#8221;). </font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >In 2016, the phase-in amount for each of the buffers is 25% of the fully phased-in buffer requirement. </font><font style='font-family:Times New Roman;font-size:10pt;' >Failure to maintain the buffers will result in restrictions on the Com</font><font style='font-family:Times New Roman;font-size:10pt;' >pany&#8217;s ability to make capital distributions, including the payment of dividends and the repurchase of stock, and to pay discretionary bonuses to executive officers.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The methods for calculating each of the Company&#8217;s risk-based capital ratios will change t</font><font style='font-family:Times New Roman;font-size:10pt;' >hrough January 1, 2022 as aspects of the capital rules are phased in. These changes may result in differences in the Company&#8217;s reported capital ratios from one reporting period to the next that are independent of changes to its capital base, asset composit</font><font style='font-family:Times New Roman;font-size:10pt;' >ion, off-balance sheet exposures or risk profile.</font><font style='font-family:Times New Roman;font-size:7.5pt;' >&#160;</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a further discussion of the Company&#8217;s calculation of risk-based capital ratios, see Note 14 to the consolidated financial statements in the 2015 Form 10-K.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0pt;' >The Company&#8217;s Regulatory Capital and </font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >Capital Ratios.</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >At </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, the Company&#8217;s binding ratios are based on the Advanced Approach transitional rules.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Regulatory </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Capital Mea</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >sures </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >and Minimum Regulatory Capital Ratios. </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:justify;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:162pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:162pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:162pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:162pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:18.75pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:justify;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amount</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Ratio</font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Minimum Ratio(1)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amount</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Ratio</font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Minimum Ratio(1)</font></td></tr><tr style='height:9.75pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:justify;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:330.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:330.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Regulatory capital and capital ratios:</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:justify;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:justify;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:left;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:left;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:left;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Common Equity Tier 1 capital</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >58,514</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15.6%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5.9%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >59,409</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15.5%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4.5%</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tier 1 capital</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >65,198</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17.4%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7.4%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >66,722</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17.4%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6.0%</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total capital</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77,969</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20.9%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9.4%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >79,403</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20.7%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.0%</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tier 1 leverage(2)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.2%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4.0%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.3%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4.0%</font></td></tr><tr style='height:6.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Assets:</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total RWAs</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >373,925</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >384,162</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Adjusted average assets(3)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >792,268</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >803,574</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >__________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >N/A&#8212;Not Applicable.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Percentages represent minimum regulatory capital ratios under </font><font style='font-family:Times New Roman;font-size:7.5pt;' >the </font><font style='font-family:Times New Roman;font-size:7.5pt;' >transitional rules. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >These ratios include the following assumptions: (</font><font style='font-family:Times New Roman;font-size:7.5pt;' >i</font><font style='font-family:Times New Roman;font-size:7.5pt;' >) G-SIB capital surcharge for the Company remains at 3.0% as calculated by the </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Federal Reserve in July 2015; and (ii) countercyclical capital buffer remains at zero</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Tier 1 leverage ratios are calculated under Standardized Approach transitional rules.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Adjusted average assets represent the den</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ominator of the Tier 1 leverage ratio and are composed of the average daily balance of consolidated on-balance sheet assets under U.S. GAAP during the calendar quarter, adjusted for disallowed goodwill, transitional intangible assets, certain deferred tax </font><font style='font-family:Times New Roman;font-size:7.5pt;' >assets, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >certain investments in the capital instruments of unconsolidated financial institutions</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and other adjustments.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0pt;' >U.S. Bank Subsidiaries</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >&#8217; Regulatory Capital and Capital Ratios</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Morgan Stanley Bank, N.A. (&#8220;MSBNA&#8221;) and Morgan Stanley Private Bank</font><font style='font-family:Times New Roman;font-size:10pt;' >, National Association (&#8220;MSPBNA&#8221;) (collectively, &#8220;U.S. Bank Subsidiaries&#8221;) </font><font style='font-family:Times New Roman;font-size:10pt;' >are subject to similar regulatory capital requirements as the Company. Failure to meet minimum capital requirements can initiate certain mandatory and discretionary actions by regul</font><font style='font-family:Times New Roman;font-size:10pt;' >ators that, if undertaken, could have a direct material effect on the Company&#8217;s </font><font style='font-family:Times New Roman;font-size:10pt;' >U.S. Bank Subsidiaries</font><font style='font-family:Times New Roman;font-size:10pt;' >&#8217; financial statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective action, each of the Company&#8217;s </font><font style='font-family:Times New Roman;font-size:10pt;' >U.S. Bank Subsi</font><font style='font-family:Times New Roman;font-size:10pt;' >diaries </font><font style='font-family:Times New Roman;font-size:10pt;' >must meet specific capital guidelines that involve quantitative measures of its assets, liabilities and certain off-balance sheet items as calculated under regulatory accounting practices. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >At </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, the Comp</font><font style='font-family:Times New Roman;font-size:10pt;' >any&#8217;s U.S. Bank Subsidiaries&#8217; binding ratios are based on the Standardized Approach transitional rules.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >U.S. Bank Subsidiaries&#8217; </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Regulatory Capital </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Measures </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >and </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Required </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Capital Ratios. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='11' rowspan='1' style='width:336pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:336pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Morgan Stanley Bank, N.A.</font></td></tr><tr style='height:9.75pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:163.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:163.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:24.75pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amount</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Ratio</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Required Capital Ratio(1)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amount</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Ratio</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Required Capital Ratio(1)</font></td></tr><tr style='height:8.25pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:336pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:336pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars&#160;in&#160;millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Common Equity Tier 1 capital</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,862</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15.5%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6.5%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,333</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15.1%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6.5%</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tier 1 capital</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,862</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15.5%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.0%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,333</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15.1%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.0%</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total capital</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,670</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17.5%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.0%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,097</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17.1%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.0%</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tier 1 leverage</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,862</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.1%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5.0%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,333</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.2%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5.0%</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:334.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Morgan Stanley Private Bank, National Association</font></td></tr><tr style='height:9.75pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:162pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:162pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:163.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:25.5pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amount</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Ratio</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Required Capital Ratio(1)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amount</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Ratio</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Required Capital Ratio(1)</font></td></tr><tr style='height:8.25pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:334.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars&#160;in&#160;millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Common Equity Tier 1 capital</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,660</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27.0%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6.5%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,197</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26.5%</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6.5%</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tier 1 capital</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,660</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27.0%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.0%</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,197</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26.5%</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.0%</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total capital</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,692</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27.2%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.0%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,225</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26.7%</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.0%</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tier 1 leverage</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,660</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.9%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5.0%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,197</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.5%</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5.0%</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_______ </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Capital ratios that are required in order to be considered well-capitalized for U.S. regulatory purposes.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Under regulatory capital requirements a</font><font style='font-family:Times New Roman;font-size:10pt;' >dopted by the U.S. federal banking agencies, U.S. depository institutions, in order to be considered well-capitalized, must maintain certain minimum capital ratios. </font><font style='font-family:Times New Roman;font-size:10pt;' >Each</font><font style='font-family:Times New Roman;font-size:10pt;' >&#160;U.S. depository institution subsidiary of the Company must be well-capitalized in orde</font><font style='font-family:Times New Roman;font-size:10pt;' >r&#160;for the Company to&#160;continue to qualify as a financial holding company and to continue to engage in the broadest range of financial activities permitted for financial holding companies.&#160;At </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >and December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, the Company&#8217;s </font><font style='font-family:Times New Roman;font-size:10pt;' >U.S. B</font><font style='font-family:Times New Roman;font-size:10pt;' >ank Subsidiaries </font><font style='font-family:Times New Roman;font-size:10pt;' >maintained capital&#160;at levels sufficiently in excess of the universally mandated well-capitalized requirements to address any additional capital needs and requirements identified by the U.S. federal banking regulators.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Broker-Dealer</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' > Regula</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >tory Capital Requirements</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >.</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >&#160;&#160;&#160;&#160;</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Morgan Stanley &amp; Co. LLC (&#8220;MS&amp;Co.&#8221;) is a registered broker-dealer and registered futures commission merchant and, accordingly, is subject to the minimum net capital requirements of the U.S. Securities and Exchange Commission</font><font style='font-family:Times New Roman;font-size:10pt;' > (&#8220;SEC&#8221;) and the </font><font style='font-family:Times New Roman;font-size:10pt;' >U.S. Commod</font><font style='font-family:Times New Roman;font-size:10pt;' >ity Futures Trading Commission (&#8220;CFTC&#8221;). MS&amp;Co. has consistently operated with capital in excess of its regulatory capital requirements. </font><font style='font-family:Times New Roman;font-size:10pt;' >MS&amp;Co.&#8217;s</font><font style='font-family:Times New Roman;font-size:10pt;' > net capital totaled $</font><font style='font-family:Times New Roman;font-size:10pt;' >10,411</font><font style='font-family:Times New Roman;font-size:10pt;' > million and $</font><font style='font-family:Times New Roman;font-size:10pt;' >10,254 </font><font style='font-family:Times New Roman;font-size:10pt;' >million at </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >and</font><font style='font-family:Times New Roman;font-size:10pt;' > December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, respectively, which exceeded the amount required by $</font><font style='font-family:Times New Roman;font-size:10pt;' >8,483</font><font style='font-family:Times New Roman;font-size:10pt;' > million and $</font><font style='font-family:Times New Roman;font-size:10pt;' >8,458</font><font style='font-family:Times New Roman;font-size:10pt;' > million, respectively</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font><font style='font-family:Times New Roman;font-size:10pt;' > MS&amp;Co. is required to hold tentative net capital in excess of $</font><font style='font-family:Times New Roman;font-size:10pt;' >1</font><font style='font-family:Times New Roman;font-size:10pt;' > billion and net capital in excess of $</font><font style='font-family:Times New Roman;font-size:10pt;' >500</font><font style='font-family:Times New Roman;font-size:10pt;' > million in accordance wit</font><font style='font-family:Times New Roman;font-size:10pt;' >h the market and credit risk standards of Appendix E of SEC Rule 15c3-1. In addition, MS&amp;Co. is required to notify the SEC in the event that its tentative net capital is less than $</font><font style='font-family:Times New Roman;font-size:10pt;' >5</font><font style='font-family:Times New Roman;font-size:10pt;' > billion. At </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, MS&amp;Co. had tent</font><font style='font-family:Times New Roman;font-size:10pt;' >ative net capital in excess of the minimum and the notification requirements.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Morgan Stanley Smith Barney LLC (&#8220;MSSB LLC&#8221;) is a registered broker-</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >dealer and </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >introducing broker for the futures business and, accordingly, </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >is subject to the minimum net </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >capital requirements of the SEC and the CFTC</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >. MSSB LLC has consistently operated with capital in excess of its regulatory capital requirements. MSSB LLC&#8217;s net capital totaled $</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,645</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >million and $</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,613 </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >million at </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > and December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >, respectively, which exceeded the amount required by $</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,491</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >million and $</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,459</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >million, respectively. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Morgan Stanley &amp; Co. International plc (&#8220;MSIP&#8221;), a London-based broker-dealer subsidiary, is subject to the capital requirements of the Prudential Reg</font><font style='font-family:Times New Roman;font-size:10pt;' >ulation Authority, and Morgan Stanley MUFG Securities Co., Ltd. (&#8220;MSMS&#8221;), a Tokyo-based broker-dealer subsidiary, is subject to the capital requirements of the Financial Services Agency. MSIP and MSMS have consistently operated with capital in excess of th</font><font style='font-family:Times New Roman;font-size:10pt;' >eir respective regulatory capital requirements.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Other Regulated Subsidiaries.</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >&#160;&#160;&#160;&#160;</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Certain other U.S. and non-U.S. subsidiaries of the Company are subject to various securities, commodities and banking regulations, and capital adequacy requirements promu</font><font style='font-family:Times New Roman;font-size:10pt;' >lgated by the regulatory and exchange authorities of the countries in which they operate. These subsidiaries have consistently operated with capital in excess of their local capital adequacy requirements. </font></p></div> 0.007 <div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='10' rowspan='1' style='width:479.25pt;text-align:left;border-color:Black;min-width:479.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Investments in Certain Funds Measured at NAV per Share</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >. </font></td></tr><tr style='height:9.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:121.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:121.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:123pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:9pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Commitment</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Commitment</font></td></tr><tr style='height:10.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='8' rowspan='1' style='width:258pt;text-align:center;border-color:Black;min-width:258pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Private equity funds</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,768</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >467</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,917</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >538</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Real estate funds</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,274</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >113</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,337</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >128</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Hedge funds:</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:left;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:left;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:left;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:left;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-short equity hedge funds</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >193</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >422</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Fixed income/credit-related hedge funds</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Event-driven hedge funds</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Multi-strategy hedge funds</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >99</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >94</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,388</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >584</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,843</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >670</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='7' rowspan='1' style='width:249.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:249.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:14.25pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Fund Type</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less than 5 years</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >5-10 years</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over 10 years</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:10.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:249.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:249.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Private equity funds</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >141</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >926</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >701</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,768</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Real estate funds</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >97</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >708</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >469</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,274</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:259.5pt;text-align:left;border-color:Black;min-width:259.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='5' rowspan='1' style='width:230.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:center;border-color:Black;min-width:230.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:24pt;' ><td colspan='2' rowspan='1' style='width:265.5pt;text-align:left;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gate Restrictions</font></td><td style='width:6pt;border-top-style:solid;border-top-width:1;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Remaining Exit Restriction Period</font></td></tr><tr style='height:12.75pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:259.5pt;text-align:left;border-color:Black;min-width:259.5pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:78.75pt;text-align:center;border-color:Black;min-width:78.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:265.5pt;text-align:left;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-short equity</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >193</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Indefinite</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:265.5pt;text-align:left;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Fixed income/credit-related</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >73%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Indefinite</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:265.5pt;text-align:left;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Event-driven</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:265.5pt;text-align:left;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Multi-strategy(1)</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >99</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' > (1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > A</font><font style='font-family:Times New Roman;font-size:7.5pt;' >pproximately 21% of the fair value of multi-strategy </font><font style='font-family:Times New Roman;font-size:7.5pt;' >investments is subject to </font><font style='font-family:Times New Roman;font-size:7.5pt;' >lock-up restrictions, which have remaining periods </font><font style='font-family:Times New Roman;font-size:7.5pt;' >primarily over three years at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ></p></div> 959000000 -1000000 81576000000 1 500000000 320000000 550000000 3459000000 84752000000 1802000000 18000000 0.07 1418000000 2463000000 -843000000 555000000 9789000000 97000000 245000000 174418000000 137008000000 0 6693000000 36000000 47175000000 11 35843000000 0 131388000000 2177000000 52000000 48057000000 3527000000 3517000000 0.65 0.65 23356000000 <div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='7' rowspan='1' style='width:273pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:273pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:12pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Protection Sold</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Protection Purchased</font></td></tr><tr style='height:12pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Notional</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value (Asset)/Liability</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Notional</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value (Asset)/Liability</font></td></tr><tr style='height:9.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:273pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:273pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Single name credit default swaps</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >402,123</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,055</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >387,777</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,100)</font></td></tr><tr style='height:12.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Index and basket credit default swaps</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >214,815</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(39)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >181,184</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(193)</font></td></tr><tr style='height:12.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tranched index and basket credit default swaps</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,229</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,143)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >152,476</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,386</font></td></tr><tr style='height:13.5pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >685,167</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(127)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >721,437</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,093</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:273pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:273pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:12pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Protection Sold</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Protection Purchased</font></td></tr><tr style='height:12pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Notional</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value (Asset)/Liability</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Notional</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value (Asset)/Liability</font></td></tr><tr style='height:9.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:273pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:273pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Single name credit default swaps</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >420,806</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,980</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >405,361</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2,079)</font></td></tr><tr style='height:12.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Index and basket credit default swaps</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >199,688</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(102)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >173,936</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(82)</font></td></tr><tr style='height:12.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tranched index and basket credit default swaps</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >69,025</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,093)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149,631</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,122</font></td></tr><tr style='height:13.5pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >689,519</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >785</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >728,928</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(39)</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Credit Ratings of Reference Obligation and Maturities of Credit </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Protection </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Sold</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:304.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:304.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:249.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:249.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Maximum Potential Payout/Notional</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(Asset)/</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liability(1)</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:249.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:249.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Years to Maturity</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less&#160;than&#160;1</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >1-3</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >3-5</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over 5</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:304.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:304.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Single name credit default swaps:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:justify;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:justify;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >87,072</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >123,998</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >57,920</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,162</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >282,152</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,367)</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >41,992</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,389</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,907</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,683</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >119,971</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,422</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >129,064</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >176,387</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >80,827</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,845</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >402,123</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,055</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Index and basket credit default swaps:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >32,276</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >59,013</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >45,293</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,020</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >155,602</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,802)</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >53,291</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44,154</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,657</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,340</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >127,442</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >620</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >85,567</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >103,167</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >57,950</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,360</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >283,044</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,182)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total credit default swaps sold </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >214,631</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >279,554</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >138,777</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,205</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >685,167</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(127)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other credit contracts</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >323</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >399</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total credit derivatives and other credit</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >contracts </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >214,658</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >279,598</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >138,782</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,528</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >685,566</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(129)</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:304.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:304.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:249.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:249.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Maximum Potential Payout/Notional</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(Asset)/</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liability(1)</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:249.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:249.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Years to Maturity</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less&#160;than&#160;1</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >1-3</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >3-5</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over 5</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:304.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:304.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Single name credit default swaps:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:justify;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:justify;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >84,543</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >138,467</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63,754</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,906</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >299,670</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,831)</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38,054</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >56,261</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,432</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,389</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >121,136</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,811</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >122,597</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >194,728</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >88,186</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,295</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >420,806</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,980</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Index and basket credit default swaps:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >33,507</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >59,403</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >45,505</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,327</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143,742</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,977)</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,590</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >43,899</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,480</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,002</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >124,971</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >782</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86,097</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >103,302</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60,985</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,329</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >268,713</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,195)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total credit default swaps sold</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >208,694</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >298,030</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149,171</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >33,624</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >689,519</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >785</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other credit contracts</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >107</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >332</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >460</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(24)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total credit derivatives and other credit</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >contracts</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >208,713</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >298,137</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149,173</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >33,956</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >689,979</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >761</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ></p></div> 186000000 0.29 737000000 74691000000 0.013 20000000 2871000000 4000000 8052000000 120000000 -11000000 5024000000 0 126000000 0.75 0 33507000000 0 0.5 39000000 160000000 279554000000 803574000000 71235000000 0 0.4 <div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:justify;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:195pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:18.75pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:justify;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Amortized Cost</font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:53.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Annualized Average Yield</font></td></tr><tr style='height:11.25pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:203.25pt;text-align:center;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:left;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS debt securities:</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:68.25pt;text-align:center;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:59.25pt;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:310.5pt;text-align:left;border-color:Black;min-width:310.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:justify;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:justify;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:306.75pt;text-align:justify;border-color:Black;min-width:306.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities:</font></td><td style='width:68.25pt;text-align:justify;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:justify;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Due within 1 year</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,194</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,198</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.7%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,757</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,885</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.0%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >857</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >875</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.8%</font></td></tr><tr style='height:13.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,808</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,958</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:306.75pt;text-align:justify;border-color:Black;min-width:306.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities:</font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:justify;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,774</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,775</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.5%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,534</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,560</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.9%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,354</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,419</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.7%</font></td></tr><tr style='height:13.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,662</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,754</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total U.S. government and agency securities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >53,470</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >53,712</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.2%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:310.5pt;text-align:left;border-color:Black;min-width:310.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commercial mortgage-backed securities:</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:290.25pt;text-align:left;border-color:Black;min-width:290.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Agency:</font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Due within 1 year</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >102</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >102</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.8%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >461</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >461</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.9%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >545</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >546</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.3%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,046</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,011</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.6%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,154</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,120</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:290.25pt;text-align:left;border-color:Black;min-width:290.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-agency:</font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,164</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,173</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.9%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,164</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,173</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Auto loan asset-backed securities:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Due within 1 year</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.8%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,146</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,146</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.2%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >158</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >159</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.5%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,328</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,329</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate bonds:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Due within 1 year</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >534</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >535</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.2%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,660</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,678</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.7%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >736</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >757</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2.7%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,930</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,970</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Collateralized loan obligations:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >502</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >492</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.5%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >502</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >492</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >FFELP student loan asset-backed securities:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.6%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >756</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >737</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.9%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,661</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,553</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.9%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,489</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,362</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total corporate and other debt</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,567</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,446</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.4%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total AFS debt securities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,037</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,158</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.3%</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:left;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS equity securities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > &#8213; %</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:left;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS securities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,052</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,167</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.3%</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:left;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >HTM securities:</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:center;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:310.5pt;text-align:left;border-color:Black;min-width:310.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government securities:</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:justify;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:justify;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:306.75pt;text-align:justify;border-color:Black;min-width:306.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities:</font></td><td style='width:68.25pt;text-align:justify;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:justify;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Due within 1 year</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >200</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >200</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.7%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,408</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,418</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.1%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >345</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >345</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.8%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,953</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,963</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:306.75pt;text-align:justify;border-color:Black;min-width:306.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities:</font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:justify;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,472</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,515</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2.1%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,472</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,515</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:left;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total HTM securities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,425</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,478</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.9%</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:left;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total Investment securities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77,477</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77,645</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.3%</font></td></tr></table></div> 0.29 14359000000 525000000 7520000000 149173000000 0 535066000000 0.14 85000000 2065000000 0 636000000 467000000 45407000000 -24000000 10895000000 0 222000000 175000000 53291000000 4000000 339000000 67085000000 106623000000 0.156 0 0 1000000 1186000000 -1000000 -7000000 -40000000 0 5385000000 0 6586000000 633000000 465000000 36705000000 5000000 -723000000 442000000 -0.29 16935000000 1924122199 0 8813000000 10970000000 16000000 0 1398000000 82000000 3388000000 3346000000 0 6715000000 1942000000 2328000000 0.29 <div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='8' rowspan='1' style='width:485.25pt;text-align:left;border-color:Black;min-width:485.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Impact on Earnings of Transactions Under the Fair Value Option Election</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >.</font></td></tr><tr style='height:12pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:233.25pt;text-align:justify;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15pt;text-align:justify;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:center;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Interest</font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gains (Losses)</font></td></tr><tr style='height:12pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:233.25pt;text-align:justify;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15pt;text-align:justify;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Trading</font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:center;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Income</font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Included&#160;in</font></td></tr><tr style='height:12pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:233.25pt;text-align:justify;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15pt;text-align:justify;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Revenues</font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:62.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(Expense)</font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net Revenues</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:233.25pt;text-align:justify;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15pt;text-align:justify;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:224.25pt;text-align:center;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Three Months Ended March 31, 2016</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Deposits(1) </font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term borrowings(1)</font></td><td style='width:15pt;text-align:left;border-color:Black;min-width:15pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >45</font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >45</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase(1)</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(9)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(11)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-term borrowings(1)</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(965)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(139)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,104)</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:233.25pt;text-align:left;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Three Months Ended March 31, 2015</font></td><td style='width:15pt;text-align:justify;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td><td style='width:66.75pt;text-align:justify;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td><td style='width:62.25pt;text-align:justify;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td><td style='width:71.25pt;text-align:justify;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term borrowings(2) </font></td><td style='width:15pt;text-align:left;border-color:Black;min-width:15pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(40)</font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(40)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase(2)</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-term borrowings(2)</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >937</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(132)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >805</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;line-height:12pt;' ></p><ul><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >G</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ains (losses) are mainly attributable to changes in foreign currency rates or interest rates or movements in t</font><font style='font-family:Times New Roman;font-size:7.5pt;' >he reference price or index for </font><font style='font-family:Times New Roman;font-size:7.5pt;' >short-term and long-term borrowings before the impact of related hedges. In accordance with the early adoption of a provision of the accounting update </font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >Recognition and Measurement of Financial Assets and Fin</font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >ancial Liabilities</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, unrealized DVA gains of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >323</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million are recorded within OCI in the condensed consolidated statements of comprehensive income and not included in the above table for the quarter ended March 31, 2016. See Notes 2 and 14 for further infor</font><font style='font-family:Times New Roman;font-size:7.5pt;' >mation.</font></li><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' > Gains (losses) recorded in Trading revenues for the quarter ended March 31, 2015 are attributable to DVA and the respective remainder is attributable to changes in foreign currency rates or interest rates or movements in the reference price or in</font><font style='font-family:Times New Roman;font-size:7.5pt;' >dex for structured notes before the impact of related hedges.</font></li></ul><p style='text-align:justify;line-height:12pt;' ></p></div> 7148000000 3487000000 150000000 1319000000 2246000000 135714000000 52393000000 50000000 327000000 222000000 22174000000 42386000000 3503000000 22174000000 66759000000 77288000000 1987000000 65000000 0.6 337582000000 0 456000000 2623000000 35000000 0 1987000000 17980000000 1319000000 0 1151000000 -3000000 330000000 1096000000 378000000 8805000000 0 90148000000 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:-0.35pt;' >Gross Secured Financing Balances by Remaining Contractual Maturity.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:216.75pt;text-align:left;border-color:Black;min-width:216.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:19.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:216.75pt;text-align:left;border-color:Black;min-width:216.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Overnight</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >and Open</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less than </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >30 Days</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >30-90 Days</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >90 Days</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:10.5pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:216.75pt;text-align:center;border-color:Black;min-width:216.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase(1)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,220</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,088</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,689</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27,314</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >102,311</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities loaned(1)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,911</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >866</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,241</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,971</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,989</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:225.75pt;text-align:left;border-color:Black;min-width:225.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross amount of secured financing included in the</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:216.75pt;text-align:left;border-color:Black;min-width:216.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >above offsetting disclosure</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >48,131</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,954</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,930</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35,285</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >125,300</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Obligation to return securities received as collateral</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,984</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,984</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >66,115</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,954</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,930</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35,285</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143,284</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:216.75pt;text-align:left;border-color:Black;min-width:216.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:19.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:216.75pt;text-align:left;border-color:Black;min-width:216.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Overnight</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >and Open</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less than </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >30 Days</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >30-90 Days</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >90 Days</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:10.5pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:216.75pt;text-align:center;border-color:Black;min-width:216.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase(1)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,410</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,245</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,221</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,873</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >84,749</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities loaned(1)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,247</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >478</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,156</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,506</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,387</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:225.75pt;text-align:left;border-color:Black;min-width:225.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross amount of secured financing included in the</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:216.75pt;text-align:left;border-color:Black;min-width:216.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >above offsetting disclosure</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >32,657</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,723</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,377</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35,379</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109,136</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Obligation to return securities received as collateral</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,316</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,316</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >51,973</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,723</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,377</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35,379</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >128,452</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts are presented on a gross basis, prior to netting in the condensed consolidated </font><font style='font-family:Times New Roman;font-size:7.5pt;' >balance sheet</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Gross Secured Financing Balances by Class of Collateral Pledged. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31, 2016</font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >December 31, 2015</font></td></tr><tr style='height:9.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:328.5pt;text-align:center;border-color:Black;min-width:328.5pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:147.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Securities sold under agreements to repurchase(1)</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:71.25pt;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:71.25pt;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >42,323</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,609</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >State and municipal securities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,151</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >173</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other sovereign government obligations</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,765</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,820</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Asset-backed securities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >356</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >441</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,283</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,020</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate equities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,740</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,473</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >693</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >213</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:337.5pt;text-align:left;border-color:Black;min-width:337.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total securities sold under agreements to repurchase</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >102,311</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >84,749</font></td></tr><tr style='height:6.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:328.5pt;text-align:left;border-color:Black;min-width:328.5pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Securities loaned(1)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other sovereign government obligations</font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,907</font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,336</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >91</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate equities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,935</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,972</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:337.5pt;text-align:left;border-color:Black;min-width:337.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total securities loaned</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,989</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,387</font></td></tr><tr style='height:15.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross amount of secured financing included in the above offsetting disclosure</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >125,300</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109,136</font></td></tr><tr style='height:6.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:328.5pt;text-align:left;border-color:Black;min-width:328.5pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Obligation to return securities received as collateral</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate equities</font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,981</font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,313</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:337.5pt;text-align:left;border-color:Black;min-width:337.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total obligation to return securities received as collateral</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,984</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,316</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143,284</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >128,452</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amo</font><font style='font-family:Times New Roman;font-size:7.5pt;' >unts are presented on a gross basis,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > prior to netting</font><font style='font-family:Times New Roman;font-size:7.5pt;' > in the condensed consolidated </font><font style='font-family:Times New Roman;font-size:7.5pt;' >balance sheet</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></p><p style='text-align:justify;line-height:12pt;' ></p></div> 2521000000 21000000 0 0.59 128000000 1000000 3050000000 250000000 9951000000 5634287000000 3606000000 0 0.7 5 4878000000 1107000000 0.9 156000000 34000000 -11414000000 380000000 0.09 103852000000 5849000000 151170000000 96204000000 1077710000000 562027000000 0.24 11000000 4000000 42000000 5000000 403000000 0.25 147445000000 937000000 500000000 217000000 2000000 5000000 0.1 182000000 60000000 0 129000000 1053000000 0.43 875000000 <div><table style='border-collapse:collapse;' ><tr style='height:10.5pt;' ><td style='width:21.75pt;text-align:left;border-color:Black;min-width:21.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:359.25pt;text-align:left;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;text-align:center;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:10.5pt;' ><td style='width:21.75pt;text-align:left;border-color:Black;min-width:21.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:359.25pt;text-align:left;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:21.75pt;text-align:left;border-color:Black;min-width:21.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:359.25pt;text-align:left;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:51pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:51pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:8.25pt;' ><td style='width:21.75pt;text-align:left;border-color:Black;min-width:21.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:359.25pt;text-align:left;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars&#160;in&#160;millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:381pt;text-align:left;border-color:Black;min-width:381pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Service cost, benefits earned during the period </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:381pt;text-align:left;border-color:Black;min-width:381pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest cost on projected benefit obligation </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:381pt;text-align:left;border-color:Black;min-width:381pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Expected return on plan assets </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(30)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(30)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:381pt;text-align:left;border-color:Black;min-width:381pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net amortization of prior service credit </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(4)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:381pt;text-align:left;border-color:Black;min-width:381pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net amortization of actuarial loss </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td></tr><tr style='height:13.5pt;' ><td style='width:21.75pt;text-align:left;border-color:Black;min-width:21.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:359.25pt;text-align:left;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net periodic benefit expense </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td></tr></table></div> 0.55 153768000000 0.017 3650000000 -2000000 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Regulatory </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Capital Mea</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >sures </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >and Minimum Regulatory Capital Ratios. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:justify;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:162pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:162pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:162pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:162pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:18.75pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:justify;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amount</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Ratio</font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Minimum Ratio(1)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amount</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Ratio</font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Minimum Ratio(1)</font></td></tr><tr style='height:9.75pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:justify;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:330.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:330.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Regulatory capital and capital ratios:</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:justify;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:justify;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:left;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:left;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:left;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Common Equity Tier 1 capital</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >58,514</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15.6%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5.9%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >59,409</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15.5%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4.5%</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tier 1 capital</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >65,198</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17.4%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7.4%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >66,722</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17.4%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6.0%</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total capital</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77,969</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20.9%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9.4%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >79,403</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20.7%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.0%</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tier 1 leverage(2)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.2%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4.0%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.3%</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4.0%</font></td></tr><tr style='height:6.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Assets:</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total RWAs</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >373,925</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >384,162</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Adjusted average assets(3)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >792,268</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >803,574</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >__________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >N/A&#8212;Not Applicable.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Percentages represent minimum regulatory capital ratios under </font><font style='font-family:Times New Roman;font-size:7.5pt;' >the </font><font style='font-family:Times New Roman;font-size:7.5pt;' >transitional rules. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >These ratios include the following assumptions: (</font><font style='font-family:Times New Roman;font-size:7.5pt;' >i</font><font style='font-family:Times New Roman;font-size:7.5pt;' >) G-SIB capital surcharge for the Company remains at 3.0% as calculated by the </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Federal Reserve in July 2015; and (ii) countercyclical capital buffer remains at zero</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Tier 1 leverage ratios are calculated under Standardized Approach transitional rules.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Adjusted average assets represent the den</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ominator of the Tier 1 leverage ratio and are composed of the average daily balance of consolidated on-balance sheet assets under U.S. GAAP during the calendar quarter, adjusted for disallowed goodwill, transitional intangible assets, certain deferred tax </font><font style='font-family:Times New Roman;font-size:7.5pt;' >assets, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >certain investments in the capital instruments of unconsolidated financial institutions</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and other adjustments.</font></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >U.S. Bank Subsidiaries&#8217; </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Regulatory Capital </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Measures </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >and </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Required </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Capital Ratios. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='11' rowspan='1' style='width:336pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:336pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Morgan Stanley Bank, N.A.</font></td></tr><tr style='height:9.75pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:163.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:163.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:24.75pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amount</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Ratio</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Required Capital Ratio(1)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amount</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Ratio</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Required Capital Ratio(1)</font></td></tr><tr style='height:8.25pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:336pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:336pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars&#160;in&#160;millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Common Equity Tier 1 capital</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,862</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15.5%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6.5%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,333</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15.1%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6.5%</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tier 1 capital</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,862</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15.5%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.0%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,333</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15.1%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.0%</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total capital</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,670</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17.5%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.0%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,097</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17.1%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.0%</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tier 1 leverage</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,862</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.1%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5.0%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,333</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.2%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5.0%</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:334.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Morgan Stanley Private Bank, National Association</font></td></tr><tr style='height:9.75pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:162pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:162pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:163.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:25.5pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amount</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Ratio</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Required Capital Ratio(1)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amount</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Ratio</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Required Capital Ratio(1)</font></td></tr><tr style='height:8.25pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:334.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars&#160;in&#160;millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Common Equity Tier 1 capital</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,660</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27.0%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6.5%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,197</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26.5%</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6.5%</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tier 1 capital</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,660</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27.0%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.0%</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,197</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26.5%</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8.0%</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total capital</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,692</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27.2%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.0%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,225</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26.7%</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.0%</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tier 1 leverage</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,660</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.9%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5.0%</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,197</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10.5%</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5.0%</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Capital ratios that are required in order to be considered well-capitalized for U.S. regulatory purposes.</font></p><p style='text-align:justify;line-height:12pt;' ></p></div> 0 0.016 4059000000 283044000000 1000000 0 84000000 51087000000 7944000000 72168000000 65818000000 2716876000000 171000000 0.02 -104000000 301000000 35000000 118000000 0 647000000 0.29 393000000 18265000000 344000000 1259000000 67449000000 0 5065000000 0.32 1160791 805000000 1425000000 2790000000 1277000000 208694000000 35000000 0.01 0.0105 -55562000000 124971000000 3517000000 0.43 707000000 2347000000 862000000 0 240000000 0.4 300000000 12061000000 0.95 0 1000000 151000000 647000000 80000000 17984000000 0 0.56 11000000 2835000000 <div><table style='border-collapse:collapse;' ><tr style='height:9pt;' ><td colspan='2' rowspan='1' style='width:305.25pt;text-align:left;border-color:Black;min-width:305.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Business Unit Responsible for Risk Management</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:80.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:80.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:170.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:170.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:305.25pt;text-align:left;border-color:Black;min-width:305.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Equity</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:80.25pt;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,006</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:80.25pt;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,789</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:305.25pt;text-align:left;border-color:Black;min-width:305.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest rates</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:80.25pt;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,657</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:80.25pt;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,255</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:305.25pt;text-align:left;border-color:Black;min-width:305.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Credit and foreign exchange</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:80.25pt;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,704</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:80.25pt;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,266</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:305.25pt;text-align:left;border-color:Black;min-width:305.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commodities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:80.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >338</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:80.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >383</font></td></tr><tr style='height:12pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:80.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,705</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:80.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,693</font></td></tr><tr style='height:2.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:80.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:80.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr></table></div> 163000000 5901228000000 28000000 P2Y 45219000000 0 36000000 -6000000 7000000 13657000000 -5814000000 689979000000 7541000000 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >8.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Equity Method Investments.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >Overview</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company has investments accounted for under the equity method of accounting (see Note 1 to the consolidated financial statements in the 2015 Form 10-K) of $</font><font style='font-family:Times New Roman;font-size:10pt;' >3,257 </font><font style='font-family:Times New Roman;font-size:10pt;' >million and $</font><font style='font-family:Times New Roman;font-size:10pt;' >3,144</font><font style='font-family:Times New Roman;font-size:10pt;' > million at </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >and December 31, 2015, respectively, included in Other assets&#8212;Other investments in the condensed consolidated balance sheet. </font><font style='font-family:Times New Roman;font-size:10pt;' >Income </font><font style='font-family:Times New Roman;font-size:10pt;' >from equity method investments was $</font><font style='font-family:Times New Roman;font-size:10pt;' >15</font><font style='font-family:Times New Roman;font-size:10pt;' > million and $</font><font style='font-family:Times New Roman;font-size:10pt;' >38</font><font style='font-family:Times New Roman;font-size:10pt;' > million for the quarters ended </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016 and 2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, respectively, and is included in Other revenues in the condensed consolidated statements of income. Income from equity method investments for the quarters ended </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016 and 2015</font><font style='font-family:Times New Roman;font-size:10pt;' > was primarily related to the Company&#8217;s </font><font style='font-family:Times New Roman;font-size:10pt;' >40</font><font style='font-family:Times New Roman;font-size:10pt;' >% stake in </font><font style='font-family:Times New Roman;font-size:10pt;' >Mitsubishi UFJ Mor</font><font style='font-family:Times New Roman;font-size:10pt;' >gan Stanley Securities Co., Ltd. (&#8220;MUMSS&#8221;), as described below.</font></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0pt;' >Japanese Securities Joint Venture.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company holds a 40% voting interest </font><font style='font-family:Times New Roman;font-size:10pt;' >(&#8220;40% interest&#8221;) </font><font style='font-family:Times New Roman;font-size:10pt;' >and </font><font style='font-family:Times New Roman;font-size:10pt;' >Mitsubishi UFJ Financial Group, Inc.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >(&#8220;MUFG&#8221;) </font><font style='font-family:Times New Roman;font-size:10pt;' >holds a </font><font style='font-family:Times New Roman;font-size:10pt;' >60</font><font style='font-family:Times New Roman;font-size:10pt;' >% voting interest in </font><font style='font-family:Times New Roman;font-size:10pt;' >MUMSS</font><font style='font-family:Times New Roman;font-size:10pt;' >. The Company accounts for its </font><font style='font-family:Times New Roman;font-size:10pt;' >equity method investment </font><font style='font-family:Times New Roman;font-size:10pt;' >in MUMSS within </font><font style='font-family:Times New Roman;font-size:10pt;' >the </font><font style='font-family:Times New Roman;font-size:10pt;' >Institutional Securities business segment. During </font><font style='font-family:Times New Roman;font-size:10pt;' >the quarters ended </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016 and 2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, the Company recorded income </font><font style='font-family:Times New Roman;font-size:10pt;' >from its 40% interest in MUMSS </font><font style='font-family:Times New Roman;font-size:10pt;' >of $</font><font style='font-family:Times New Roman;font-size:10pt;' >34</font><font style='font-family:Times New Roman;font-size:10pt;' > million</font><font style='font-family:Times New Roman;font-size:10pt;' > and</font><font style='font-family:Times New Roman;font-size:10pt;' > $</font><font style='font-family:Times New Roman;font-size:10pt;' >69</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >million, respectively, within Other revenues in the </font><font style='font-family:Times New Roman;font-size:10pt;' >condensed </font><font style='font-family:Times New Roman;font-size:10pt;' >co</font><font style='font-family:Times New Roman;font-size:10pt;' >nsolidated st</font><font style='font-family:Times New Roman;font-size:10pt;' >atements of income</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p></div> 0 40473000000 78000000 268000000 2854000000 0.04 6283000000 0 1534000000 21000000 0 1493000000 1165000000 0 25210000000 -40473000000 224437000000 134000000 91421000000 45000000 588000000 328000000 49204000000 624000000 11221000000 <div><p style='text-align:left;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >7. Loans and Allowance for </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Credit</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > Losses.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font></p><p style='text-align:left;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Loans.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >&#160;&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company&#8217;s loans held for investment are recorded at amortized cost, and its loans held for sale are recorded at the </font><font style='font-family:Times New Roman;font-size:10pt;' >lower of cost or fair value in the condensed consolidated balance sheet</font><font style='font-family:Times New Roman;font-size:10pt;' >. For a further description of these loans, refer to Note 7 to the consolidated financial statements in the 2015 Form 10-K. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td colspan='14' rowspan='1' style='width:506.25pt;text-align:left;border-color:Black;min-width:506.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Loans Held for Investment and Held for Sale.</font></td></tr><tr style='height:11.25pt;' ><td colspan='14' rowspan='1' style='width:506.25pt;text-align:left;border-color:Black;min-width:506.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:213.75pt;text-align:left;border-color:Black;min-width:213.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:130.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:130.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:130.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:130.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:31.5pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Loans by Product Type</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Loans Held for Investment</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Loans Held for Sale</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total Loans(1)(2)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Loans Held for Investment</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Loans Held for Sale</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total Loans(1)(2)</font></td></tr><tr style='height:12.75pt;' ><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:213.75pt;text-align:left;border-color:Black;min-width:213.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:265.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate loans</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,126</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,000</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37,126</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23,554</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,924</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35,478</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Consumer loans</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,174</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,174</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,528</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,528</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Residential real estate loans</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,780</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >99</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,879</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,863</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >104</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,967</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Wholesale real estate loans</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,816</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,137</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,953</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,839</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,172</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,011</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total loans, gross of allowance for loan losses</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >75,896</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,236</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >89,132</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72,784</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,200</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >85,984</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Allowance for loan losses</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(330)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(330)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(225)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(225)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total loans, net of allowance for loan losses</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >75,566</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,236</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >88,802</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72,559</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,200</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >85,759</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >______________</font></p><ul><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts include loans that are made to non-U.S. borrowers of</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >9,470</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >9</font><font style='font-family:Times New Roman;font-size:7.5pt;' >,</font><font style='font-family:Times New Roman;font-size:7.5pt;' >789</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, respectively. </font></li><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >Loans at fixed interest rates and floating or adjustable interest rates were $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >9,384</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >79,418</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million, respectively, at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >8</font><font style='font-family:Times New Roman;font-size:7.5pt;' >,</font><font style='font-family:Times New Roman;font-size:7.5pt;' >471</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >77,288</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million, respectively, at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >See Note </font><font style='font-family:Times New Roman;font-size:10pt;' >3</font><font style='font-family:Times New Roman;font-size:10pt;' > for further information regarding Loans and lending commitments held at fair value.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0pt;' >Cred</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >it Quality.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a further discussion about the Company&#8217;s evaluation of credit transactions and monitoring and credit quality indicators</font><font style='font-family:Times New Roman;font-size:10pt;' >, see Note 7 to the consolidated financial statements in the 2015 Form 10-K.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:15pt;' ><td colspan='12' rowspan='1' style='width:501.75pt;text-align:left;border-color:Black;min-width:501.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Credit Quality Indicators for Loans Held for Investment, Gross of Allowance for Loan Losses, by Product Type.</font></td></tr><tr style='height:15pt;' ><td colspan='12' rowspan='1' style='width:501.75pt;text-align:left;border-color:Black;min-width:501.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td></tr><tr style='height:15pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Corporate</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Consumer</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate </font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Wholesale </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Pass</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23,129</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,174</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,745</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,816</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >73,864</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Special mention</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >437</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >437</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Substandard</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,454</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,489</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Doubtful</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >106</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >106</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loss</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:15.75pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total loans</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,126</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,174</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,780</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,816</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >75,896</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:19.5pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Corporate</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Consumer</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Wholesale </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Pass</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,040</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,528</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,828</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,839</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71,235</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Special mention</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >300</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >300</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Substandard</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,202</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,237</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Doubtful</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loss</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total loans</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23,554</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,528</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,863</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,839</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72,784</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Allowance for Credit Losses and Impaired Loans.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >&#160;&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For factors considered by the Company in determining the allowance for loan losses and impairments, see Notes 2 and 7 to the consolidated financial statements in the 2015 Form 10-K.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='14' rowspan='1' style='width:501pt;text-align:left;border-color:Black;min-width:501pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Impaired and Past Due Loans Held for Investment.</font></td></tr><tr style='height:12.75pt;' ><td colspan='14' rowspan='1' style='width:501pt;text-align:left;border-color:Black;min-width:501pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:150.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:150.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:19.5pt;' ><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Loans by Product Type</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Corporate</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Corporate</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='12' rowspan='1' style='width:315pt;text-align:center;border-color:Black;min-width:315pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Impaired loans with allowance</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >245</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >245</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Impaired loans without allowance(1)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >382</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >400</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >89</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >106</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Impaired loans unpaid principal balance</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >636</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >656</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >130</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Past due 90 days loans and on nonaccrual</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, no allowance was outstanding for these loans as the present value of the expected future cash flows (or,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > alternatively, the observable market price of the loan or the fair value of the collateral held) equaled or exceeded the carrying value.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:161.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:161.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:19.5pt;' ><td colspan='2' rowspan='1' style='width:175.5pt;text-align:left;border-color:Black;min-width:175.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Loans by Region</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Americas</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >EMEA</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Asia-Pacific</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Americas</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >EMEA</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Asia-Pacific</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='16' rowspan='1' style='width:336pt;text-align:center;border-color:Black;min-width:336pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:175.5pt;text-align:left;border-color:Black;min-width:175.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Impaired loans</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >572</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >50</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >645</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >108</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >145</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:175.5pt;text-align:left;border-color:Black;min-width:175.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Past due 90 days loans and on nonaccrual</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:175.5pt;text-align:left;border-color:Black;min-width:175.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Allowance for loan losses</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >261</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >43</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >330</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >183</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >225</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >EMEA&#8212;Europe, Middle East and Africa. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0pt;' >Troubled Debt Restructurings. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >At </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, the impaired loans and lending commitments within held for investment include TDRs of $</font><font style='font-family:Times New Roman;font-size:10pt;' >54.8 </font><font style='font-family:Times New Roman;font-size:10pt;' >million and $</font><font style='font-family:Times New Roman;font-size:10pt;' >44.0 </font><font style='font-family:Times New Roman;font-size:10pt;' >million</font><font style='font-family:Times New Roman;font-size:10pt;' > related to loans and $</font><font style='font-family:Times New Roman;font-size:10pt;' >22.3 </font><font style='font-family:Times New Roman;font-size:10pt;' >million and $</font><font style='font-family:Times New Roman;font-size:10pt;' >34.8 </font><font style='font-family:Times New Roman;font-size:10pt;' >million related to lending commitments, respectively, within corporate loans. At </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, the Company recorded an allowance of $</font><font style='font-family:Times New Roman;font-size:10pt;' >8.5 </font><font style='font-family:Times New Roman;font-size:10pt;' >million and $</font><font style='font-family:Times New Roman;font-size:10pt;' >5.1 </font><font style='font-family:Times New Roman;font-size:10pt;' >million, respectively, a</font><font style='font-family:Times New Roman;font-size:10pt;' >gainst these TDRs. These restructurings typically include modifications of interest rates, collateral requirements, other loan covenants, and payment extensions. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Credit Losses on Lending Activities.</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:20.25pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Corporate</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Consumer</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Wholesale Real Estate</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:253.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:253.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Loan Losses.</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at December 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >166</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >225</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross charge-offs</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross recoveries</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Net recoveries/(charge-offs)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for (release of) loan losses(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >112</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other(2)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(7)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(7)</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at March 31, 2016</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >268</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >330</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Loan Losses by Impairment Methodology.</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >160</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >222</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >108</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >108</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total allowance for loan losses at March 31, 2016</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >268</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >330</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Loans Evaluated by Impairment Methodology(3).</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,499</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,174</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,762</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,816</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >75,251</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >627</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >645</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total loans evaluated at March 31, 2016</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,126</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,174</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,780</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,816</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >75,896</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Lending Commitments.</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at December 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >180</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >185</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for lending commitments(4)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at March 31, 2016</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >195</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >201</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:294pt;text-align:left;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Lending Commitments by Impairment Methodology.</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >184</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >190</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total allowance for lending commitments </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > at March 31, 2016</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >195</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >201</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:294pt;text-align:left;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Lending Commitments Evaluated by Impairment Methodology(3).</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >65,682</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,066</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >327</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >380</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71,455</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >136</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >136</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total lending commitments evaluated</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > at March 31, 2016</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >65,818</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,066</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >327</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >380</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71,591</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Corporate</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Consumer</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Wholesale Real Estate</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:253.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:253.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Loan Losses.</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at December 31, 2014</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >118</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross recoveries</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Net recoveries/(charge-offs)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for loan losses(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other(2)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(11)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(11)</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at March 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >133</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >165</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Loan Losses by Impairment Methodology.</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >128</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >160</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total allowance for loan losses at March 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >133</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >165</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Loans Evaluated by Impairment Methodology(3).</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,096</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,372</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,833</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,265</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60,566</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >45</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total loan evaluated at March 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,121</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,372</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,853</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,265</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60,611</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Lending Commitments.</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at December 31, 2014</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >147</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for lending commitments(4)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at March 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >182</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >185</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:294pt;text-align:left;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Lending Commitments by Impairment Methodology.</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >182</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >185</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total allowance for lending commitments at</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > March 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >182</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >185</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:294pt;text-align:left;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Lending Commitments Evaluated by Impairment Methodology(3).</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >70,153</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,875</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >287</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >376</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >74,691</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total lending commitments evaluated at</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > March 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >70,179</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,875</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >287</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >376</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >74,717</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_______________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1) The Company recorded provisions of $112</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $26 million for loan losses for the quarters ended March 31, 2016 and 2015, respectively.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2) Amount includes the impact related to the transfer to loans held for sale and </font><font style='font-family:Times New Roman;font-size:7.5pt;' >foreign currency translation adjustments.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3) Loan balances are gross of the allowance for loan losses, and lending commitments are gross of the allowance for lending commitments.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4) The Company recorded provisions of $16 million and $37 million for</font><font style='font-family:Times New Roman;font-size:7.5pt;' > commitments for the quarters ended March 31, 2016 and 2015, respectively.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Employee Loans. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Employee loans are granted primarily in conjunction with a program established in the Wealth Management business segment to retain and recruit certain employees.</font><font style='font-family:Times New Roman;font-size:10pt;' > These loans are recorded in Customer and other receivables in the condensed consolidated balance sheet. These loans are full recourse, generally require periodic payments and have repayment terms ranging from 2 to 12 years. The Company establishes an allo</font><font style='font-family:Times New Roman;font-size:10pt;' >wance for loan amounts it does not consider recoverable, which is recorded in Compensation and benefits expense. At </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' >, the Company had $</font><font style='font-family:Times New Roman;font-size:10pt;' >4,708</font><font style='font-family:Times New Roman;font-size:10pt;' > million of employee loans, net of an allowance of approximately $</font><font style='font-family:Times New Roman;font-size:10pt;' >103</font><font style='font-family:Times New Roman;font-size:10pt;' > million. At December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, the Company had $</font><font style='font-family:Times New Roman;font-size:10pt;' >4,923</font><font style='font-family:Times New Roman;font-size:10pt;' > million of employee loans, net of an allowance of approximately $</font><font style='font-family:Times New Roman;font-size:10pt;' >108</font><font style='font-family:Times New Roman;font-size:10pt;' > million.</font></p></div> 13000000 0.82 6561000000 0.01 34928000000 0 MS -2000000 0.79 138777000000 0.1 0 0.16 -45000000 5849000000 35000000000 -3000000 0.43 0.33 787465000000 0.01 0.09 356000000 423000000 5300000000 585731000000 0 0.08 0 25994000000 13470000000 64438000000 0 67254000000 0 3154000000 1000000 494000000 1337000000 584000000 129064000000 502000000 0.174 151000000 649000000 228280000000 24000000 156034000000 57313000000 911000000 -2031000000 16000000 -373000000 6816000000 2518000000 3854000000 0 187000000 2000000 1000000 299000000 0 -88000000 132000000 25000 1798000000 5806492000000 190000000 130000000 -2000000 17981000000 0 511000000 0.05 929000000 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >3.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Fair Value</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >s.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Fair Value Measurements. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a description of the valuation techniques applied to the Company&#8217;s major categories of assets and liabilities measured at fair value on a recurring basis, see Note 3</font><font style='font-family:Times New Roman;font-size:10pt;' > to the consolidated financial statements in the 2015 Form 10-K. </font><font style='font-family:Times New Roman;font-size:10pt;' >During the quarter ended March 31, 2016, there were no significant updates made to the Company&#8217;s valuation techniques.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td colspan='14' rowspan='1' style='width:480.75pt;text-align:left;border-color:Black;min-width:480.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Assets and Liabilities Measured at Fair Value on a Recurring Basis.</font></td></tr><tr style='height:7.5pt;' ><td colspan='1' rowspan='3' style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:160.5pt;text-align:justify;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='3' style='width:64.5pt;text-align:center;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Level 1</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:52.5pt;text-align:center;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Level 2</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:52.5pt;text-align:center;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Level 3</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:52.5pt;text-align:center;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Counterparty and Cash Collateral Netting</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:54.75pt;text-align:center;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Balance&#160;at March 31, 2016</font></td></tr><tr style='height:12.75pt;' ><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:justify;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:294.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Assets at Fair Value</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:58.5pt;text-align:justify;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54.75pt;text-align:justify;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Trading assets:</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:justify;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:justify;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:justify;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:justify;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. Treasury securities </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >23,545</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >23,545</font></td></tr><tr style='height:11.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. agency securities </font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,004</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >20,662</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >21,674</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >24,549</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >20,662</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >45,219</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other sovereign government obligations </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >15,835</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8,232</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >24,075</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >State and municipal securities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,832</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,837</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Residential mortgage-backed securities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,337</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >292</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,629</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commercial mortgage-backed securities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,029</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >59</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,088</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Asset-backed securities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >335</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >339</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate bonds </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >9,955</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >224</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,179</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Collateralized debt and loan obligations </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >295</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >348</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >643</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Loans and lending commitments(1)</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,640</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6,185</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >9,825</font></td></tr><tr style='height:11.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other debt </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,358</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >527</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,885</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19,781</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >7,644</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >27,425</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate equities(2) </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >95,676</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >366</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >430</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >96,472</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Derivative and other contracts:</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Interest rate contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >507</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >424,488</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,170</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >426,165</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Credit contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19,563</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >738</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >20,301</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Foreign exchange contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >77</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >73,019</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >224</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >73,320</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Equity contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >768</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >43,027</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >735</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >44,530</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commodity contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,925</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,648</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4,045</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,618</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19</font></td></tr><tr style='height:12pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Netting(3)</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,517)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(477,187)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,606)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(61,800)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(546,110)</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total derivative and other contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >760</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >93,577</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,306</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(61,800)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >35,843</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Investments(4):</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Principal investments</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >22</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >20</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >743</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >785</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >166</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >324</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >179</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >669</font></td></tr><tr style='height:9pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total investments</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >188</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >344</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >922</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,454</font></td></tr><tr style='height:10.5pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Physical commodities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >274</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >274</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total trading assets(4)</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >137,008</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >143,236</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >12,318</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(61,800)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >230,762</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >AFS securities</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >32,731</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >35,436</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >68,167</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Securities received as collateral</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8,811</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8,813</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >555</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >555</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Intangible assets</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total assets measured at fair value</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >178,550</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >179,229</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >12,322</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(61,800)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >308,301</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liabilities at Fair Value</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Deposits </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >624</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >23</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >647</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Short-term borrowings</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >697</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >697</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Trading liabilities:</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. Treasury securities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,553</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,553</font></td></tr><tr style='height:9.75pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. agency securities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >304</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >162</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >466</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,857</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >162</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >11,019</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other sovereign government obligations </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >12,961</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,554</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >16,515</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate bonds </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6,517</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6,523</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Lending commitments </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other debt </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >31</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >35</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6,550</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >11</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6,561</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate equities(2) </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >48,183</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >60</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >31</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >48,274</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Derivative and other contracts:</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Interest rate contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >655</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >397,394</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,001</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >399,050</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Credit contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19,806</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,461</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >21,267</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Foreign exchange contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >49</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >76,895</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >98</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >77,042</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Equity contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >487</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >44,825</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,567</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >47,879</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commodity contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,493</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >9,401</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,845</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >14,739</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >116</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >116</font></td></tr><tr style='height:11.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Netting(3)</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,517)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(477,187)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,606)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(42,386)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(526,696)</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total derivative and other contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >167</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >71,250</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4,366</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(42,386)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >33,397</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total trading liabilities</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >72,168</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >81,576</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4,408</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(42,386)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >115,766</font></td></tr><tr style='height:9.75pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Obligation to return securities received as collateral </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,980</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,984</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >542</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >151</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >693</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other secured financings </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,169</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >454</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,623</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Long-term borrowings </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >34,210</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,798</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >36,008</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total liabilities measured at fair value</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >90,148</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >119,821</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6,835</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(42,386)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >174,418</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:16.5pt;' ><td colspan='14' rowspan='1' style='width:507.75pt;text-align:left;border-color:Black;min-width:507.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='1' rowspan='3' style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:justify;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:48.75pt;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Level 1</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:52.5pt;text-align:center;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Level 2</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:57.75pt;text-align:center;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Level 3</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:57pt;text-align:center;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Counterparty and Cash Collateral Netting</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:60.75pt;text-align:center;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Balance&#160;at December 31, 2015</font></td></tr><tr style='height:8.25pt;' ><td style='width:162.75pt;text-align:justify;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:162.75pt;text-align:justify;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:justify;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:309.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:309.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Assets at Fair Value</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;text-align:justify;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:57.75pt;text-align:justify;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:57pt;text-align:justify;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:60.75pt;text-align:justify;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Trading assets:</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:justify;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:justify;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:justify;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:justify;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:justify;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:justify;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:justify;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:justify;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. Treasury securities </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,658</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,658</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. agency securities </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >797</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,886</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >18,683</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >18,455</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,886</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >36,341</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other sovereign government obligations </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >13,559</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >7,400</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >20,963</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >State and municipal securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,651</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,670</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Residential mortgage-backed securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,456</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >341</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,797</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commercial mortgage-backed securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,520</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >72</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,592</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Asset-backed securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >494</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >25</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >519</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate bonds </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >9,959</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >267</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,226</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Collateralized debt and loan obligations </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >284</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >430</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >714</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Loans and lending commitments(1)</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4,682</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,936</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,618</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other debt </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,263</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >448</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,711</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >22,309</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >7,538</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >29,847</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate equities(2) </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >106,296</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >379</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >433</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >107,108</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Derivative and other contracts:</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Interest rate contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >406</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >323,586</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,052</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >326,044</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Credit contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >22,258</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >661</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >22,919</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Foreign exchange contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >55</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >64,608</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >292</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >64,955</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Equity contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >653</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >38,552</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,084</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >40,289</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commodity contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,140</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,654</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,358</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,152</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >219</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >219</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Netting(3)</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,840)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(380,443)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,120)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(55,562)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(442,965)</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total derivative and other contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >414</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >79,434</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4,327</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(55,562)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >28,613</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Investments(4):</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Principal investments</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >20</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >44</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >486</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >550</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >163</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >310</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >221</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >694</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total investments</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >183</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >354</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >707</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,244</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Physical commodities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >321</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >321</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total trading assets(4)</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >138,907</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >128,083</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >13,009</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(55,562)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >224,437</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >AFS securities</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >34,351</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >32,408</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >66,759</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Securities received as collateral </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >11,221</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >11,225</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >806</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >806</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Intangible assets</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total assets measured at fair value</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >184,479</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >161,300</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >13,015</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(55,562)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >303,232</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liabilities at Fair Value</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Deposits </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >106</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >125</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Short-term borrowings </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,647</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,648</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Trading liabilities:</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. Treasury securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >12,932</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >12,932</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. agency securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >854</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >127</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >981</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >13,786</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >127</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >13,913</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other sovereign government obligations </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,970</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,558</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >13,528</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commercial mortgage-backed securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate bonds </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,035</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,035</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Lending commitments </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other debt </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >9</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,045</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,049</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate equities(2) </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >47,123</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >35</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >47,175</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Derivative and other contracts:</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Interest rate contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >466</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >305,151</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,792</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >307,409</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Credit contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >22,160</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,505</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >23,665</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Foreign exchange contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >22</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >65,177</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >151</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >65,350</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Equity contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >570</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >42,447</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,115</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >46,132</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commodity contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,012</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >9,431</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,308</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >14,751</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >43</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >43</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Netting(3)</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,840)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(380,443)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,120)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(40,473)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(427,876)</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total derivative and other contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >230</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >63,966</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,751</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(40,473)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >29,474</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total trading liabilities</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >72,109</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >71,731</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,772</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(40,473)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >109,139</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Obligation to return securities received as collateral </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19,312</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19,316</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >532</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >151</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >683</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other secured financings </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,393</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >461</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,854</font></td></tr><tr style='height:9pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Long-term borrowings </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >31,058</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,987</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >33,045</font></td></tr><tr style='height:9.75pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total liabilities measured at fair value</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >91,421</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >107,470</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8,392</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(40,473)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >166,810</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >AFS&#8212;Available for sale</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1) </font><font style='font-family:Times New Roman;font-size:7.5pt;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, Loans </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and lending commitments </font><font style='font-family:Times New Roman;font-size:7.5pt;' >h</font><font style='font-family:Times New Roman;font-size:7.5pt;' >eld at fair value consisted of </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >7,455 </font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million</font><font style='font-family:Times New Roman;font-size:7.5pt;' > of corporate loans, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,727 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million</font><font style='font-family:Times New Roman;font-size:7.5pt;' > of res</font><font style='font-family:Times New Roman;font-size:7.5pt;' >idential real estate loans and </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >643 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million</font><font style='font-family:Times New Roman;font-size:7.5pt;' > of wholesale real estate loans. At December 31, 2015, Loans </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and lending commitments </font><font style='font-family:Times New Roman;font-size:7.5pt;' >held at fair value consisted of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >7,286 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million of corporate loans, $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,885 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million of residential real estate loan</font><font style='font-family:Times New Roman;font-size:7.5pt;' >s and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,447 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million of wholesale real estate loans.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2) For trading purposes, the Company holds or sells short equity securities issued by entities in diverse industries and of varying sizes. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > For positions with the same counterparty that cross ov</font><font style='font-family:Times New Roman;font-size:7.5pt;' >er the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled &#8220;Counterparty and Cash Collateral Netting.&#8221; For contracts with the same counterparty, counterparty netting among positions cl</font><font style='font-family:Times New Roman;font-size:7.5pt;' >assified within the same level is included within that shared level. For further information on derivative instruments and hedging activities, see Note 4. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4</font><font style='font-family:Times New Roman;font-size:7.5pt;' >)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts exclude c</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ertain investments that are measured at fair</font><font style='font-family:Times New Roman;font-size:7.5pt;' > value using the net asset v</font><font style='font-family:Times New Roman;font-size:7.5pt;' >alue (&#8220;NAV&#8221;) per share, which </font><font style='font-family:Times New Roman;font-size:7.5pt;' >are not classified in the fair value hierarchy. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and December 31, 2015, the fair value of these investments was $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >3,388</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >3,843</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million, respectively. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >For additional disclosu</font><font style='font-family:Times New Roman;font-size:7.5pt;' >re about such investments, see &#8220;Fair Value of Investments Measured at Net Asset Value&#8221; herein.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The following tables present additional information about Level 3 assets and liabilities measured at fair value on a recurring basis for </font><font style='font-family:Times New Roman;font-size:10pt;' >the quarters ended </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016 and 2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, respectively</font><font style='font-family:Times New Roman;font-size:10pt;' >. Level 3 instruments may be hedged with instruments classified in Level 1 and Level 2.&#160;As a result, the&#160;realized and unrealized gains (losses) for assets and liabilities within&#160;the&#160;Level 3 category&#160;presented in the&#160;tables b</font><font style='font-family:Times New Roman;font-size:10pt;' >elow do not reflect the related realized and unrealized gains (losses) on hedging instruments that have been classified by the Company within the Level 1 and/or Level 2 categories. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Additionally, both observable&#160;and unobservable inputs may be used to dete</font><font style='font-family:Times New Roman;font-size:10pt;' >rmine the fair value of positions that the Company has classified&#160;within the&#160;Level 3 category.&#160;As a result,&#160;the&#160;unrealized gains (losses) during the period for assets and liabilities&#160;within the&#160;Level 3&#160;category&#160;presented in the&#160;tables below may include cha</font><font style='font-family:Times New Roman;font-size:10pt;' >nges in fair value during the period that were attributable to both observable and unobservable inputs.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td colspan='22' rowspan='1' style='width:533.25pt;text-align:left;border-color:Black;min-width:533.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Roll-forward of Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis. </font></td></tr><tr style='height:4.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:42pt;text-align:left;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:35.25pt;text-align:left;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:31.5pt;text-align:left;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:28.5pt;text-align:left;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:31.5pt;text-align:left;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:35.25pt;text-align:left;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:33pt;text-align:left;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:42.75pt;text-align:left;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td></tr><tr style='height:39pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:justify;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Beginning Balance at December 31, 2015</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total Realized and Unrealized Gains (Losses)</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Purchases (1)</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Sales</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Issuances</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Settlements</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Net Transfers</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Ending Balance&#160;at March 31, 2016</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding&#160;at March 31, 2016</font></td></tr><tr style='height:11.25pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:justify;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='17' rowspan='1' style='width:383.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:383.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Assets at Fair Value</font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Trading assets:</font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:justify;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:justify;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:justify;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:justify;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:justify;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:justify;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:justify;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:justify;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >U.S. agency securities </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other sovereign government obligations </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >State and municipal securities </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(15)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Residential mortgage-backed securities </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >341</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(24)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(67)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >292</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(17)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commercial mortgage-backed securities </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >72</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(15)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >59</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Asset-backed securities </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(17)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate bonds </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >267</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >44</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(98)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(6)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >224</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >28</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Collateralized debt and loan obligations </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >430</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(14)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >114</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(113)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(69)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >348</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Loans and lending commitments</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,936</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(60)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >952</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(319)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(351)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,185</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(64)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other debt </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >448</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >75</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >527</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,538</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(59)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,178</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(653)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(351)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,644</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(61)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate equities </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >433</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >78</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(44)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(48)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >430</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net derivative and other contracts(2):</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >260</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >470</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(14)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(30)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(522)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >169</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >411</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(844)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >28</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >67</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >26</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(723)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >141</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(61)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(105)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >126</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(38)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts(3) </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,031)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(135)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >137</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(128)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >294</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >31</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,832)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(12)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,050</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >73</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(61)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(57)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >186</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,200</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >68</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total net derivative and</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > other contracts</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,424)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >375</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(203)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >169</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(128)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,060)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >453</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Investments:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Principal investments</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >486</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(43)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >365</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(29)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(41)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >743</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(43)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >221</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(25)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(29)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >179</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total investments </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >707</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(31)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >365</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(54)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(41)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(24)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >922</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(31)</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Securities received as collateral </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Intangible assets </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Liabilities at Fair Value</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Deposits </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Short-term borrowings </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Trading liabilities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate bonds </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Lending commitments </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other debt </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate equities </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(15)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >31</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td></tr><tr style='height:9pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Obligation to return securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >received as collateral </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other secured financings </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >461</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(18)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >47</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(22)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(50)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >454</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(18)</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Long-term borrowings</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,987</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(46)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >72</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(79)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(228)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,798</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(45)</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:15pt;' ><td colspan='22' rowspan='1' style='width:533.25pt;text-align:left;border-color:Black;min-width:533.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td></tr><tr style='height:63pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:118.5pt;text-align:justify;border-color:Black;min-width:118.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Beginning Balance at December 31, 2014</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:34.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total Realized and Unrealized Gains (Losses)</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Purchases (1)</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Sales</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Issuances</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Settlements</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Net Transfers</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Ending Balance&#160;at March 31, 2015</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding&#160;at March 31, 2015</font></td></tr><tr style='height:1.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:118.5pt;text-align:justify;border-color:Black;min-width:118.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:34.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:27pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:30pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:36pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:29.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:118.5pt;text-align:justify;border-color:Black;min-width:118.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='17' rowspan='1' style='width:378.75pt;text-align:center;border-color:Black;min-width:378.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Assets at Fair Value</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:34.5pt;text-align:justify;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:33pt;text-align:justify;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:27pt;text-align:justify;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:30pt;text-align:justify;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:36pt;text-align:justify;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:29.25pt;text-align:justify;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;text-align:justify;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45pt;text-align:justify;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Trading assets:</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:justify;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:justify;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:justify;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:justify;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:justify;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:justify;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:justify;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:justify;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other sovereign government obligations </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >41</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(32)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Residential mortgage-backed securities </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >175</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >58</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(40)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >86</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >296</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commercial mortgage-backed securities </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >96</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >96</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(10)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >180</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Asset-backed securities </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >76</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >57</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(29)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(35)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >67</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate bonds </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >386</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >38</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >129</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(141)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >424</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >38</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Collateralized debt and loan obligations </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,152</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >79</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >241</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(397)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(253)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >822</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Loans and lending commitments</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,874</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >41</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >914</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(213)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,807)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(20)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,789</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other debt </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >285</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(10)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >68</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >149</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >486</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:118.5pt;text-align:left;border-color:Black;min-width:118.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8,044</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >161</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,563</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(831)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,065)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >192</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,064</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >95</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate equities </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >272</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >30</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(98)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >230</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net derivative and other contracts(2):</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(173)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >128</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(11)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >65</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(511)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(496)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >119</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(743)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(247)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(30)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >15</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(984)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(252)</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >62</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >97</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(13)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >297</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >62</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts(3) </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,165)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(273)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(176)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(54)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >163</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,472)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(324)</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,146</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >295</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(37)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(59)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,345</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >262</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:118.5pt;text-align:left;border-color:Black;min-width:118.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total net derivative and other contracts</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,784)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(35)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >53</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(217)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >78</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(405)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,310)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(133)</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Investments:</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Principal investments</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >835</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(34)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >829</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >323</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(12)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >83</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >391</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(10)</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:118.5pt;text-align:left;border-color:Black;min-width:118.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total investments</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,158</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(39)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >83</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,220</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Securities received as collateral </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Intangible assets </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Liabilities at Fair Value</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Trading liabilities:</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:left;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:left;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:33pt;text-align:left;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:27pt;text-align:left;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:30pt;text-align:left;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:36pt;text-align:left;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:left;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:left;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:45pt;text-align:left;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate bonds </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >78</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(66)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Lending commitments </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other debt </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >38</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(11)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(3)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > Total corporate and other debt </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >121</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(12)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(69)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >46</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate equities </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >45</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >50</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Obligation to return securities received as collateral </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >153</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >154</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other secured financings </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >149</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(8)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(24)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >133</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Long-term borrowings</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,934</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >115</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(142)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(152)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,738</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;margin-left:0pt;' >___________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Loan originations and consolidations of VIEs are included in purchases.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Net derivative and other contracts represent Trading assets&#8212;Derivative and other contracts, net of Trading liabilities&#8212;Derivative and other contracts. For further </font><font style='font-family:Times New Roman;font-size:7.5pt;' > information on derivative instruments and hedging activities, see Note </font><font style='font-family:Times New Roman;font-size:7.5pt;' >4</font><font style='font-family:Times New Roman;font-size:7.5pt;' >. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Net liability Level 3 derivative equity contracts increased by $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >785</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million to correct the fair value level assigned to these contracts at December 31, 2014. The total</font><font style='font-family:Times New Roman;font-size:7.5pt;' > amount of derivative equity contracts remained unchanged at December 31, 2014.</font></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Significant Unobservable Inputs Used in Recurring Level 3 Fair Value Measurements.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The disclosures below provide information on the valuation techniques, significant unobservabl</font><font style='font-family:Times New Roman;font-size:10pt;' >e inputs</font><font style='font-family:Times New Roman;font-size:10pt;' >,</font><font style='font-family:Times New Roman;font-size:10pt;' > and their ranges </font><font style='font-family:Times New Roman;font-size:10pt;' >and averages </font><font style='font-family:Times New Roman;font-size:10pt;' >for each major category of assets and liabilities measured at fair value on a recurring basis with a significant Level 3 balance. The level of aggregation and breadth of products cause the range of inputs to be wide </font><font style='font-family:Times New Roman;font-size:10pt;' >and not evenly distributed across the inventory. Further, the range of unobservable inputs may differ across firms in the financial services industry because of diversity in the types of products included in each firm&#8217;s inventory. The </font><font style='font-family:Times New Roman;font-size:10pt;' >following </font><font style='font-family:Times New Roman;font-size:10pt;' >disclosures</font><font style='font-family:Times New Roman;font-size:10pt;' > also include qualitative information on the sensitivity of the fair value measurements to changes in the significant unobservable inputs</font><font style='font-family:Times New Roman;font-size:10pt;' >. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='14' rowspan='1' style='width:485.25pt;text-align:left;border-color:Black;min-width:485.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Recurring Level 3 Fair Value Measurements Valuation Techniques and Sensitivity of Unobservable Inputs.</font></td></tr><tr style='height:9.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:36pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FFFFFF;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Balance at March 31, 2016</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Valuation Technique(s) /</font><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Significant Unobservable Input(s) /</font><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Sensitivity of the Fair Value to Changes </font><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >in the Unobservable Inputs</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Range(1)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Averages(2)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Assets at Fair Value</font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:59.25pt;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:132pt;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:72.75pt;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:72.75pt;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Trading assets:</font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:justify;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:justify;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:justify;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:132pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Residential mortgage-backed</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:right;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >securities</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >292</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 79 points</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commercial mortgage-backed </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >securities</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >59</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 9 points</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1 point</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate bonds </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >224</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3 to 118 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >63 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5 to 10 times</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='1' rowspan='5' style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Collateralized debt and loan </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >obligations</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >348</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >55 to 100 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >66 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Correlation model:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit correlation / (B)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27% to 60%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >37%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Loans and lending commitments</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,185</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate loan model:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit spread / (C)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >323 to 989 bps</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >581 bps</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Margin loan model(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit spread / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >30 to 101 bps</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >74 bps</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19% to 53%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1% to 9%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable loan price / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >38 to 100 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >90 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Expected recovery:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Asset coverage / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >48% to 100%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >91%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Implied weighted average cost of capital / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6% to 7%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Capitalization rate / (C)(D)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4% to 10%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other debt</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >527</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable loan price / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4 to 87 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >65 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >At the money volatility / (C)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16% to 53%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >53%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Margin loan model(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1% to 2%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate equities</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >430</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable price / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >46% to 59%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >54%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net derivative and other contracts(4):</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >169</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility concentration </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >liquidity multiple / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2 times</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Foreign exchange </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >correlation / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25% to 56%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >42% / 43% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility skew / (A)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >31% to 116%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >66% / 66% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate quanto correlation / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-9% to 35%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5% / -7% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate curve correlation / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27% to 96%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >69% / 75% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Inflation volatility / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >58% to 60%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >59% / 59% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Inflation correlation / (A)(D)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-40% to 42%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-41% / -41% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(723)</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cash synthetic basis / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5 to 12 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 75 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Correlation model(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit correlation / (B)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29% to 90%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >42%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts(6) </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >126</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Foreign exchange correlation / </font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25% to 56%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >42% / 43% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange volatility skew / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-11% to 4%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0% / 0% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility skew / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >31% to 116%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >66% / 66% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate curve / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0% / 0% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts(6)</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,832)</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >At the money volatility / (A)(D) </font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7% to 86%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-5% to 0%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Equity correlation / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40% to 97%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >78%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Foreign exchange correlation / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-60% to -21%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-36%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Interest rate correlation / (C)(D)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-29% to 50%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17% / 8% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,200</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Forward power price / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$1 to $93 per</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$31 per</font></td></tr><tr style='height:8.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >megawatt hour</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >megawatt hour</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity volatility / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7% to 55%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cross commodity correlation / (C)(D)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% to 99%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >93%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Investments:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Principal investments</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >743</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Implied weighted average cost of capital / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12% to 17%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Exit multiple / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 to 14 times</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Market approach(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6 to 26 times</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Forward capacity price / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$5 to $9</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$7</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% to 100%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >81%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >179</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:center;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Implied weighted average cost of capital / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Exit multiple / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13 times</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Market approach:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6 to 14 times</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Liabilities at Fair Value</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Securities sold under agreements </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >to repurchase</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Funding spread / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >104 to 130 bps</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >120 bps</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other secured financings </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >454</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4% to 14%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Funding spread / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >94 to 130 bps</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >112 bps</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Long-term borrowings </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,798</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model(3):</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >At the money volatility / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6% to 55%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >28%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-2% to 0%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Equity correlation / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40% to 97%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >73%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Foreign exchange correlation / (A)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-60% to -13%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-28%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility skew / (A)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25% to 50%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >38%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity volatility discount / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10% to 20%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >15%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Foreign exchange correlation / </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(A)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25% to 56%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >42% / 43% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Correlation model:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit correlation / (B)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29% to 60%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >42%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:8.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:justify;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FFFFFF;' ></font></td><td colspan='4' rowspan='1' style='width:160.5pt;text-align:center;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Valuation Technique(s) /</font></td><td style='width:74.25pt;text-align:left;border-color:Black;min-width:74.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:left;border-color:Black;min-width:73.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:justify;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FFFFFF;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:center;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Significant Unobservable Input(s) / </font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FFFFFF;' ></font></td><td style='width:74.25pt;text-align:left;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td><td style='width:73.5pt;text-align:left;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:justify;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Balance at </font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FFFFFF;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:center;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' > Sensitivity of the Fair Value to Changes</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FFFFFF;' ></font></td><td style='width:74.25pt;text-align:center;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:1.5pt;text-align:center;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:73.5pt;text-align:center;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:justify;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >December 31, 2015</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' > in the Unobservable Inputs</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Range(1)</font></td><td style='width:1.5pt;text-align:center;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Averages(2) </font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:74.25pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:73.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Assets at Fair Value</font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:61.5pt;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:1.5pt;text-align:center;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:12pt;text-align:center;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:12pt;text-align:center;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:135pt;text-align:center;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:1.5pt;text-align:center;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:74.25pt;text-align:center;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:1.5pt;text-align:center;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:73.5pt;text-align:center;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Trading assets:</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Residential mortgage-backed </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:right;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >securities</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >341</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:left;border-color:Black;min-width:74.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:left;border-color:Black;min-width:73.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 75 points</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >32 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commercial mortgage-backed </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >securities</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >72</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 9 points</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2 point</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate bonds </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >267</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3 to 119 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >90 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7 to 9 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Structured bond model:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >15%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >15%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Collateralized debt and loan</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:135pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:74.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:73.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >obligations</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >430</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:left;border-color:Black;min-width:74.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:left;border-color:Black;min-width:73.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >47 to 103 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >67 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Correlation model:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit correlation / (B)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >39% to 60%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >49%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Loans and lending commitments</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,936</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate loan model:</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit spread / (C)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >250 to 866 bps</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >531 bps</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Margin loan model(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit spread / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >62 to 499 bps</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >145 bps</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14% to 70%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1% to 4%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable loan price / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >35 to 100 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >88 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Implied weighted average cost of capital / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6% to 8%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Capitalization rate / (C)(D)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4% to 10%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other debt</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >448</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='1' rowspan='5' style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='1' rowspan='5' style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable loan price / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4 to 84 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >59 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >At the money volatility / (C)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16% to 53%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >53%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Margin loan model(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate equities</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >433</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable price / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >50% to 80%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >72%</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Market approach:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9 times</font></td></tr><tr style='height:9pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net derivative and other contracts(4):</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >260</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility concentration </font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >liquidity multiple / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 3 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Foreign exchange </font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >correlation / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25% to 62%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% / 43%(5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility skew / (A)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29% to 82%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% / 40%(5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate quanto correlation / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-8% to 36%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5% / -6%(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate curve correlation / (C)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24% to 95%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >60% / 69%(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Inflation volatility / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >58%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >58% / 58%(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Inflation correlation / (A)(D)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-41% to -39%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-41% / -41%(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(844)</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='1' rowspan='4' style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='1' rowspan='4' style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cash synthetic basis / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5 to 12 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 75 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Correlation model(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit correlation / (B)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >39% to 97%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >57%</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts(6) </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >141</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Foreign exchange correlation </font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >/ (C)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25% to 62%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% / 43%(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility skew / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29% to 82%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% / 40 %(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate curve / (A)(D)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0% / 0%(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts(6)</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,031)</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >At the money volatility / (A)(D) </font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16% to 65%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >32%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-3% to 0%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Equity correlation / (C)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40% to 99%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >71%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Foreign exchange correlation / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-60% to -11%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-39%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Interest rate correlation / (C)(D)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-29% to 50%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16% / 8%(5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,050</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Forward power price / (C)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$3 to $91 per</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$32 per</font></td></tr><tr style='height:8.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >megawatt hour</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >megawatt hour</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity volatility / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10% to 92%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >18%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cross commodity correlation / (C)(D)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% to 99%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >93%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Investments:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Principal investments</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >486</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Implied weighted average cost of capital / (C)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Exit multiple / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 to 14 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Capitalization rate / (C)(D) </font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5% to 9%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity discount rate / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20% to 35%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >26%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Market approach(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 to 20 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11 times</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Forward capacity price / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$5 to $9</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$7</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% to 100%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >81%</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >221</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Implied weighted average cost of capital / (C)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Exit multiple / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Market approach:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7 to 14 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12 times</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Liabilities at Fair Value</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Securities sold under agreements </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >to repurchase</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Funding spread / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >86 to 116 bps</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >105 bps</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other secured financings </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >461</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4% to 13%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4%</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Funding spread / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >95 to 113 bps</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >104 bps</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Long-term borrowings </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,987</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model(3):</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >At the money volatility / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20% to 50%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (A)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1% to 0%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Equity correlation / (A)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40% to 97%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >77%</font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Foreign exchange correlation / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-70% to -11%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-39%</font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility skew / (A)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >50%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >50%</font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity volatility discount / (A)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10%</font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Correlation model:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit correlation / (B)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40% to 60%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >52%</font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >________________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >bps&#8212;Basis points.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >EBITDA&#8212;</font><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Earnings before interest, taxes, depreciation and amortization.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > The range of significant unobservable inputs is represented in points, percentages, basis points, times or megawatt hours.&#160;Points are a </font><font style='font-family:Times New Roman;font-size:7.5pt;' >percentage of par; for example, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >79</font><font style='font-family:Times New Roman;font-size:7.5pt;' > points would be </font><font style='font-family:Times New Roman;font-size:7.5pt;' >79</font><font style='font-family:Times New Roman;font-size:7.5pt;' >% of par. A basis point equals 1/100th of 1%; for example, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >989</font><font style='font-family:Times New Roman;font-size:7.5pt;' > bps would equal </font><font style='font-family:Times New Roman;font-size:7.5pt;' >9.89</font><font style='font-family:Times New Roman;font-size:7.5pt;' >%</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.&#160; </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts represent weighted averages except wh</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ere simple averages and the median of the inputs are provided (see footnote 5 below). Weighted averages are calculated by weighting each input by the fair value of the respective financial instruments except for collateralized debt and loan obligations, pr</font><font style='font-family:Times New Roman;font-size:7.5pt;' >incipal investments, other debt, corporate bonds, long-term borrowings and derivative instruments where some or all inputs are weighted by risk.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > This is the predominant valuation technique for this major asset or liability class.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Credit valuation a</font><font style='font-family:Times New Roman;font-size:7.5pt;' >djustments (&#8220;CVA&#8221;) and funding valuation adjustments (&#8220;FVA&#8221;)</font><font style='font-family:Calibri;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >are included in the balance but excluded from the Valuation Technique(s) and Significant Unobservable Input(s) in the table above. CVA is a Level 3 input when the underlying counterparty credit c</font><font style='font-family:Times New Roman;font-size:7.5pt;' >urve is unobservable. FVA is a Level 3 input in its entirety given the lack of observability of funding spreads in the principal market.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(5)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > The data structure of the significant unobservable inputs used in valuing interest rate contracts, foreign exchange</font><font style='font-family:Times New Roman;font-size:7.5pt;' > contracts and certain equity contracts may be in a multi-dimensional form, such as a curve or surface, with risk distributed across the structure. Therefore, a simple average and median, together with the range of data inputs, may be more appropriate mea</font><font style='font-family:Times New Roman;font-size:7.5pt;' >surements than a single point weighted average. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(6)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Includes derivative contracts with multiple risks (</font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >i.e.,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > hybrid products). </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;margin-left:0pt;' >Sensitivity of the fair value to changes in the unobservable inputs: </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(A)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Significant increase (decrease) in the unobserva</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ble input in isolation would result in a significantly higher (lower) fair value measurement. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(B)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Significant changes in credit correlation may result in a significantly higher or lower fair value measurement. Increasing (decreasing) correlation drives a </font><font style='font-family:Times New Roman;font-size:7.5pt;' >redistribution of risk within the capital structure such that junior tranches become less (more) risky and senior tranches become more (less) risky. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(C)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Significant increase (decrease) in the unobservable input in isolation would result in a significantly</font><font style='font-family:Times New Roman;font-size:7.5pt;' > lower (higher) fair value measurement. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(D)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > There are no predictable relationships between the significant unobservable inputs.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:9pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a description of the Company&#8217;s significant unobservable inputs included in the </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >and December&#160;31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' > tables above for all major categories of assets and liabilities, see Note 3 to the consolidated financial statements in the </font><font style='font-family:Times New Roman;font-size:10pt;' >2015 Form 10-K. The following provides a description of an update to significant unobservable inputs included in the 2015 Form 10-K.</font></p><ul><li style='list-style:disc;text-align:justify;margin-top:9pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Asset Coverage</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >&#8212;</font><font style='font-family:Times New Roman;font-size:10pt;' >t</font><font style='font-family:Times New Roman;font-size:10pt;' >he ratio of a borrower&#8217;s underlying pledged assets less applicable costs relative to t</font><font style='font-family:Times New Roman;font-size:10pt;' >heir outstand</font><font style='font-family:Times New Roman;font-size:10pt;' >ing </font><font style='font-family:Times New Roman;font-size:10pt;' >deb</font><font style='font-family:Times New Roman;font-size:10pt;' >t (while considering </font><font style='font-family:Times New Roman;font-size:10pt;' >the loan&#8217;s principal and the seniority and security of the loan commitment).</font></li></ul><p style='text-align:justify;margin-top:9pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >During the quarter ended </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' >, there were no other significant updates made to the Company&#8217;s significant unobservable inputs. </font></p><p style='text-align:justify;margin-top:9pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;color:#000000;' >Fair Value of In</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >vestments Measured at Net Asset Value.</font></p><p style='text-align:justify;margin-top:9pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a description of the Company&#8217;s investments in private equity funds, real estate funds and hedge funds measured at fair value based on NAV, see Note 3 to the consolidated financial statements in the 2015 Form 10-K.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='10' rowspan='1' style='width:479.25pt;text-align:left;border-color:Black;min-width:479.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Investments in Certain Funds Measured at NAV per Share</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >. </font></td></tr><tr style='height:9.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:121.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:121.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:123pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:9pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Commitment</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Commitment</font></td></tr><tr style='height:10.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='8' rowspan='1' style='width:258pt;text-align:center;border-color:Black;min-width:258pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Private equity funds</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,768</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >467</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,917</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >538</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Real estate funds</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,274</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >113</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,337</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >128</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Hedge funds:</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:left;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:left;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:left;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:left;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-short equity hedge funds</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >193</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >422</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Fixed income/credit-related hedge funds</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Event-driven hedge funds</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Multi-strategy hedge funds</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >99</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >94</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,388</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >584</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,843</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >670</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0pt;color:#231F20;' >Private</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;color:#231F20;' > </font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;color:#231F20;' >Equity</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;color:#231F20;' > </font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;color:#231F20;' >Funds and Real Estate Funds.</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;color:#231F20;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;color:#231F20;' >Investments</font><font style='font-family:Times New Roman;font-size:10pt;color:#231F20;' > in these funds </font><font style='font-family:Times New Roman;font-size:10pt;color:#231F20;' >generally</font><font style='font-family:Times New Roman;font-size:10pt;color:#231F20;' > are </font><font style='font-family:Times New Roman;font-size:10pt;color:#231F20;' >not</font><font style='font-family:Times New Roman;font-size:10pt;color:#231F20;' > </font><font style='font-family:Times New Roman;font-size:10pt;color:#231F20;' >redeemable due to the closed-ended</font><font style='font-family:Times New Roman;font-size:10pt;color:#231F20;' > nature of these</font><font style='font-family:Times New Roman;font-size:10pt;color:#231F20;' > </font><font style='font-family:Times New Roman;font-size:10pt;color:#231F20;' >funds.</font><font style='font-family:Times New Roman;font-size:10pt;color:#231F20;' > </font><font style='font-family:Times New Roman;font-size:10pt;color:#231F20;' >Instead, distributions from each fund will be received as the underlying investments of the funds are disposed and monetized. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;color:#231F20;' >Fair Value of </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#231F20;' >Certain Funds by Projected Liquidation Timing</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#231F20;' >.</font><font style='font-family:Calibri;font-size:7.5pt;text-decoration:underline;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='7' rowspan='1' style='width:249.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:249.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:14.25pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Fund Type</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less than 5 years</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >5-10 years</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over 10 years</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:10.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:209.25pt;text-align:left;border-color:Black;min-width:209.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:249.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:249.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Private equity funds</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >141</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >926</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >701</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,768</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:221.25pt;text-align:left;border-color:Black;min-width:221.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Real estate funds</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >97</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >708</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >469</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,274</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0pt;' >Hedge Funds. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Investments in hedge funds may be subject to initial period lock-up restrictions or gates. A hedge fund lock-up provision is a provision that provides that, during a certain initial period, an investor may not make a withdrawal from the </font><font style='font-family:Times New Roman;font-size:10pt;' >fund. The purpose of a gate is to restrict the level of redemptions that an investor in a particular hedge fund can demand on any redemption date. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Fixed income/credit-related hedge funds, event-driven hedge funds and multi-strategy hedge funds are redeem</font><font style='font-family:Times New Roman;font-size:10pt;' >able at least on a </font><font style='font-family:Times New Roman;font-size:10pt;' >three-month period</font><font style='font-family:Times New Roman;font-size:10pt;' > basis</font><font style='font-family:Times New Roman;font-size:10pt;' >, </font><font style='font-family:Times New Roman;font-size:10pt;' >primarily with a notice period of </font><font style='font-family:Times New Roman;font-size:10pt;' >90 days or less</font><font style='font-family:Times New Roman;font-size:10pt;' >. At </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' >, approximately </font><font style='font-family:Times New Roman;font-size:10pt;' >34</font><font style='font-family:Times New Roman;font-size:10pt;' >% of the fair value amount of long-short equity </font><font style='font-family:Times New Roman;font-size:10pt;' >hedge funds was redeemable at least quarterly, </font><font style='font-family:Times New Roman;font-size:10pt;' >33</font><font style='font-family:Times New Roman;font-size:10pt;' >% is redeemable every six months and </font><font style='font-family:Times New Roman;font-size:10pt;' >33</font><font style='font-family:Times New Roman;font-size:10pt;' >% of these funds have a redemption frequency of greater than six months. At December&#160;31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, approximately </font><font style='font-family:Times New Roman;font-size:10pt;' >3</font><font style='font-family:Times New Roman;font-size:10pt;' >4</font><font style='font-family:Times New Roman;font-size:10pt;' >% of the fair value amount of long-short equity hedge funds was redeemable at least quarterly, </font><font style='font-family:Times New Roman;font-size:10pt;' >51</font><font style='font-family:Times New Roman;font-size:10pt;' >% is redeemable every six months and </font><font style='font-family:Times New Roman;font-size:10pt;' >15</font><font style='font-family:Times New Roman;font-size:10pt;' >% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge </font><font style='font-family:Times New Roman;font-size:10pt;' >funds at </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' > was pri</font><font style='font-family:Times New Roman;font-size:10pt;' >marily greater than six months.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Lock-up Restrictions and Gates by Hedge Fund Type</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:259.5pt;text-align:left;border-color:Black;min-width:259.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='5' rowspan='1' style='width:230.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:center;border-color:Black;min-width:230.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:24pt;' ><td colspan='2' rowspan='1' style='width:265.5pt;text-align:left;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gate Restrictions</font></td><td style='width:6pt;border-top-style:solid;border-top-width:1;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Remaining Exit Restriction Period</font></td></tr><tr style='height:12.75pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:259.5pt;text-align:left;border-color:Black;min-width:259.5pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:78.75pt;text-align:center;border-color:Black;min-width:78.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:265.5pt;text-align:left;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-short equity</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >193</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Indefinite</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:265.5pt;text-align:left;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Fixed income/credit-related</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >73%</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Indefinite</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:265.5pt;text-align:left;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Event-driven</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:265.5pt;text-align:left;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Multi-strategy(1)</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >99</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >N/A</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' > (1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > A</font><font style='font-family:Times New Roman;font-size:7.5pt;' >pproximately 21% of the fair value of multi-strategy </font><font style='font-family:Times New Roman;font-size:7.5pt;' >investments is subject to </font><font style='font-family:Times New Roman;font-size:7.5pt;' >lock-up restrictions, which have remaining periods </font><font style='font-family:Times New Roman;font-size:7.5pt;' >primarily over three years at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Fair Value Option. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company elected the fair value option for certain eligible instruments that are risk managed on a fair value basis to mitigate income statement volatility caused by measuremen</font><font style='font-family:Times New Roman;font-size:10pt;' >t basis differences between the elected instruments and their associated risk management transactions </font><font style='font-family:Times New Roman;font-size:10pt;' >or</font><font style='font-family:Times New Roman;font-size:10pt;' > to eliminate complexities of applying certain accounting models. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='8' rowspan='1' style='width:485.25pt;text-align:left;border-color:Black;min-width:485.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Impact on Earnings of Transactions Under the Fair Value Option Election</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >.</font></td></tr><tr style='height:12pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:233.25pt;text-align:justify;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15pt;text-align:justify;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:center;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Interest</font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gains (Losses)</font></td></tr><tr style='height:12pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:233.25pt;text-align:justify;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15pt;text-align:justify;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Trading</font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:center;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Income</font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Included&#160;in</font></td></tr><tr style='height:12pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:233.25pt;text-align:justify;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15pt;text-align:justify;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Revenues</font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:62.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(Expense)</font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net Revenues</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:233.25pt;text-align:justify;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15pt;text-align:justify;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:224.25pt;text-align:center;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Three Months Ended March 31, 2016</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Deposits(1) </font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term borrowings(1)</font></td><td style='width:15pt;text-align:left;border-color:Black;min-width:15pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >45</font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >45</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase(1)</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(9)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(11)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-term borrowings(1)</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(965)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(139)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,104)</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:233.25pt;text-align:left;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Three Months Ended March 31, 2015</font></td><td style='width:15pt;text-align:justify;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td><td style='width:66.75pt;text-align:justify;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td><td style='width:62.25pt;text-align:justify;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td><td style='width:71.25pt;text-align:justify;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term borrowings(2) </font></td><td style='width:15pt;text-align:left;border-color:Black;min-width:15pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(40)</font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(40)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase(2)</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:246pt;text-align:left;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-term borrowings(2)</font></td><td style='width:15pt;text-align:right;border-color:Black;min-width:15pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >937</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:62.25pt;text-align:right;border-color:Black;min-width:62.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(132)</font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >805</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;line-height:12pt;' ></p><ul><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >G</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ains (losses) are mainly attributable to changes in foreign currency rates or interest rates or movements in t</font><font style='font-family:Times New Roman;font-size:7.5pt;' >he reference price or index for </font><font style='font-family:Times New Roman;font-size:7.5pt;' >short-term and long-term borrowings before the impact of related hedges. In accordance with the early adoption of a provision of the accounting update </font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >Recognition and Measurement of Financial Assets and Fin</font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >ancial Liabilities</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, unrealized DVA gains of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >323</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million are recorded within OCI in the condensed consolidated statements of comprehensive income and not included in the above table for the quarter ended March 31, 2016. See Notes 2 and 14 for further infor</font><font style='font-family:Times New Roman;font-size:7.5pt;' >mation.</font></li><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' > Gains (losses) recorded in Trading revenues for the quarter ended March 31, 2015 are attributable to DVA and the respective remainder is attributable to changes in foreign currency rates or interest rates or movements in the reference price or in</font><font style='font-family:Times New Roman;font-size:7.5pt;' >dex for structured notes before the impact of related hedges.</font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >In addition to the amounts in the above table, as discussed in Note&#160;2 to the consolidated financial statements in the 2015 Form 10-K, instruments within Trading assets or Trading liabilities ar</font><font style='font-family:Times New Roman;font-size:10pt;' >e measured at fair value. The amounts in the above table are included within Net revenues and do not reflect gains or losses on related hedging instruments, if any.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Short-Term and Long-T</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >erm Borrowings Measured at Fair Value on a Recurring Basis</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:9pt;' ><td colspan='2' rowspan='1' style='width:305.25pt;text-align:left;border-color:Black;min-width:305.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Business Unit Responsible for Risk Management</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:80.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:80.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:170.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:170.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:305.25pt;text-align:left;border-color:Black;min-width:305.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Equity</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:80.25pt;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,006</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:80.25pt;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,789</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:305.25pt;text-align:left;border-color:Black;min-width:305.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest rates</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:80.25pt;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,657</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:80.25pt;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,255</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:305.25pt;text-align:left;border-color:Black;min-width:305.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Credit and foreign exchange</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:80.25pt;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,704</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:80.25pt;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,266</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:305.25pt;text-align:left;border-color:Black;min-width:305.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commodities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:80.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >338</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:80.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >383</font></td></tr><tr style='height:12pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:80.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,705</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:80.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,693</font></td></tr><tr style='height:2.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:80.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:80.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:80.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:10.5pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Gains (Losses) due to Changes in Instrument-Specific Credit Risk</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >. </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:228.75pt;text-align:center;border-color:Black;min-width:228.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:12pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:228.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:228.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:268.5pt;text-align:justify;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:110.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:110.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:110.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:110.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:23.25pt;' ><td style='width:268.5pt;text-align:justify;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:51pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Trading Revenues</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:51pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >OCI</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:51pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Trading Revenues</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:51pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >OCI</font></td></tr><tr style='height:12pt;' ><td style='width:268.5pt;text-align:justify;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:228.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:228.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term and long-term borrowings(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >41</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >319</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >125</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr><tr style='height:12pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr><tr style='height:12pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans and other debt(2)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(100)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr><tr style='height:12pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Lending commitments(3)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >In accordance with the early adoption of a provision of the accounting update, </font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >Recognition and Measurement of Financial Assets and Financial Liabilities</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, for the quarter ended March 31, 2016 DVA gains (losses) are recorded in OCI when </font><font style='font-family:Times New Roman;font-size:7.5pt;' >unrealized and in T</font><font style='font-family:Times New Roman;font-size:7.5pt;' >rading revenues when realized. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >In the quarter ended March 31, 2015, the realized and unrealized </font><font style='font-family:Times New Roman;font-size:7.5pt;' >DVA </font><font style='font-family:Times New Roman;font-size:7.5pt;' >gains (losses) are</font><font style='font-family:Times New Roman;font-size:7.5pt;' > recorded in Trading revenues. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Th</font><font style='font-family:Times New Roman;font-size:7.5pt;' >e cumulative impact of changes in the Company&#8217;</font><font style='font-family:Times New Roman;font-size:7.5pt;' >s DVA and the pre-tax amount recognized in AOCI is a loss of $138 million at March 31, 2016. See Notes 2 and 14 for further information</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Loans and other debt instrument-specific credit gains (losses) were determined by excluding the non-credit components of gains and losses, such as those due to ch</font><font style='font-family:Times New Roman;font-size:7.5pt;' >anges in interest rates. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Gains (losses) on lending commitments were generally determined based on the differential between estimated expected client yields and contractual yields at each respective period-end. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:301.5pt;text-align:justify;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Net Difference of Contractual Principal Amount Over Fair Value</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >. </font></td><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:92.25pt;text-align:center;border-color:Black;min-width:92.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:84pt;text-align:center;border-color:Black;min-width:84pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:301.5pt;text-align:left;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:92.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:92.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:84pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:84pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:9.75pt;' ><td style='width:301.5pt;text-align:justify;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:186.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:301.5pt;text-align:left;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans and other debt(1)</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:92.25pt;text-align:right;border-color:Black;min-width:92.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,353</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:84pt;text-align:right;border-color:Black;min-width:84pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,095</font></td></tr><tr style='height:12.75pt;' ><td style='width:301.5pt;text-align:left;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans 90 or more days past due and/or on nonaccrual status(1)(2)</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:92.25pt;text-align:right;border-color:Black;min-width:92.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,177</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:84pt;text-align:right;border-color:Black;min-width:84pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,651</font></td></tr><tr style='height:12.75pt;' ><td style='width:301.5pt;text-align:left;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term and long-term borrowings(3)</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:92.25pt;text-align:right;border-color:Black;min-width:92.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >344</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:84pt;text-align:right;border-color:Black;min-width:84pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >508</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' > (1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > The majority of the difference between principal and fair value amounts for loans and other debt emanates from the distressed debt trading business, which purchases distressed debt at amounts well below par. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > The aggregate</font><font style='font-family:Times New Roman;font-size:7.5pt;' > fair value of loans that were in nonaccrual status </font><font style='font-family:Times New Roman;font-size:7.5pt;' >was $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >2,267</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,853</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, respectively</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, which includes all</font><font style='font-family:Times New Roman;font-size:7.5pt;' > loans 90 or more days past due of</font><font style='font-family:Times New Roman;font-size:7.5pt;' > $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >887</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >885</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, respectively. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Short-term and long-term borrowings do not include structured notes where the repayment of the i</font><font style='font-family:Times New Roman;font-size:7.5pt;' >nitial principal amount fluctuates based on changes in the reference price or index. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The tables above exclude non-recourse debt from consolidated VIEs, liabilities related to failed sales of financial assets, pledged commodities and other liabilities tha</font><font style='font-family:Times New Roman;font-size:10pt;' >t have specified assets attributable to them.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Assets and Liabilities M</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >easured at Fair Value on a Non-R</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >ecurring Basis. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Certain assets and liabilities were measured at fair value on a non-recurring basis and are not included in the tables above. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='13' rowspan='1' style='width:480pt;text-align:left;border-color:Black;min-width:480pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Assets and Liabilities Measured at Fair Value on a Non-Recurring Basis.</font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:50.25pt;text-align:left;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:49.5pt;text-align:left;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:49.5pt;text-align:left;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:50.25pt;text-align:left;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:85.5pt;text-align:left;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td></tr><tr style='height:9pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:left;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:162.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value by Level</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:left;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:left;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:center;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:left;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:center;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > Gains (Losses)</font></td></tr><tr style='height:9pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Carrying</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:center;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > for the</font></td></tr><tr style='height:9pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Value at</font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:85.5pt;text-align:center;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:10.5pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:center;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:85.5pt;text-align:center;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:justify;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 1</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 2</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 3</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:85.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016(1)</font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:312pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:312pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Assets:</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:85.5pt;text-align:left;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans(2)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,515</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,359</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,156</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:85.5pt;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(80)</font></td></tr><tr style='height:14.25pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8212;Other investments(3)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8212;Premises, equipment</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >and software costs(4)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total assets</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,542</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,359</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,183</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:85.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(88)</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Liabilities:</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:85.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other liabilities and accrued</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >expenses(2)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >459</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >379</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >80</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:85.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(20)</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total liabilities</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >459</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >379</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >80</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:85.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(20)</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:50.25pt;text-align:left;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:48.75pt;text-align:left;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:82.5pt;text-align:left;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:165.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:165.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value by Level</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:left;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > Gains (Losses)</font></td></tr><tr style='height:9pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Carrying</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >for the</font></td></tr><tr style='height:9pt;' ><td style='width:13.5pt;text-align:justify;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Value at</font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:82.5pt;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:9pt;' ><td style='width:13.5pt;text-align:justify;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:82.5pt;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:13.5pt;text-align:justify;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 1</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 2</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 3</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:82.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015(1)</font></td></tr><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:justify;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:315pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:315pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:163.5pt;text-align:justify;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Assets:</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:82.5pt;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans(2)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,346</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,521</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >825</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:82.5pt;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(24)</font></td></tr><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8212;Other investments(3)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td></tr><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8212;Premises, equipment</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:left;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > and software costs(4)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > software costs(5)</font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(19)</font></td></tr><tr style='height:11.25pt;' ><td colspan='2' rowspan='1' style='width:163.5pt;text-align:left;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total assets</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,381</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,521</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >860</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:82.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(45)</font></td></tr><tr style='height:15.75pt;' ><td colspan='2' rowspan='1' style='width:163.5pt;text-align:left;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Liabilities:</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:82.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other liabilities and accrued</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > expenses(2)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >245</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >203</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >42</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:82.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(7)</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:163.5pt;text-align:left;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total liabilities</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >245</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >203</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >42</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:82.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(7)</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >___________________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > C</font><font style='font-family:Times New Roman;font-size:7.5pt;' >hanges in the fair value of Loans and losses related to </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Other</font><font style='font-family:Times New Roman;font-size:7.5pt;' > assets&#8212;Other investments are recorded within Other revenues in the condensed consolidated statements of income. Losses related to </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Other</font><font style='font-family:Times New Roman;font-size:7.5pt;' > assets&#8212;Premises, equipment and software costs are recorded within Other expenses if not held for sale and within O</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ther revenues if held for sale. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Changes in the fair value of lending commitments reported in </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Other</font><font style='font-family:Times New Roman;font-size:7.5pt;' > liabilities and accrued expenses that are designated as held for sale are recorded within Other revenues, whereas, changes in the fair value related to held for investment lending commitments are r</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ecorded within Other expenses.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Non-</font><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >recurring changes in the fair value of loans and lending commitments held for investment were calculated using the value of the underlying collateral. Loans and lending commitments held for sale were calculated using recently executed transactions; market price quotations; valuation models that incorporate market observable inputs where possible, such as comparable loan or debt prices and credit default swap spread levels adjusted for any basis difference between cash and derivative instruments; or default recovery analysis where such transactions and quotations are unobservable.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Losses related to </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Other</font><font style='font-family:Times New Roman;font-size:7.5pt;' > assets&#8212;</font><font style='font-family:Times New Roman;font-size:7.5pt;' >Other investments were determined primarily using discounted cash flow models and methodologies that incorporate multiples of certain </font><font style='font-family:Times New Roman;font-size:7.5pt;' >comparable companies.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4) Losses related to </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Other assets&#8212;</font><font style='font-family:Times New Roman;font-size:7.5pt;' >Premises, equipment and software costs were determined primarily using a default recovery analysis. </font></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Financial Instruments Not Measured at Fair Value. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a further discussion of financial instruments not measured at fair value, see Note 3 to the consolidated financial statements in the </font><font style='font-family:Times New Roman;font-size:10pt;' >2015 Form 10-K.</font></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The carrying values of the remaining assets and liabilities not measured at fair value in the tables below approximate fair value due to their short-term nature.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Financial Instruments Not Measured at Fair Value. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The tables below exclude certain </font><font style='font-family:Times New Roman;font-size:10pt;' >financial instruments such as equity method investments and all non-financial assets and liabilities such as the value of the long-term relationships with our deposit customers.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:264pt;text-align:left;border-color:Black;min-width:264pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:90.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:90.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:150pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value by Level</font></td></tr><tr style='height:12.75pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:264pt;text-align:left;border-color:Black;min-width:264pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Carrying Value</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > Fair Value </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 1</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 2</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 3</font></td></tr><tr style='height:21pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:264pt;text-align:left;border-color:Black;min-width:264pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:247.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:247.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:9pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Financial Assets:</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Cash and due from banks</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,797</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,797</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,797</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest bearing deposits with banks</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >30,841</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >30,841</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >30,841</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment securities&#8212;HTM securities</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,425</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,478</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,963</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,515</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >98,219</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >98,246</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >97,727</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >519</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities borrowed</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >140,413</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >140,416</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >140,314</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >102</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer and other receivables(1)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40,935</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40,823</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,227</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,596</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans(2) </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >88,802</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >89,831</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,858</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >67,973</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8212;Cash deposited with clearing organizations or </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:264pt;text-align:left;border-color:Black;min-width:264pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >segregated under federal and other regulations or requirements</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,808</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,808</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,808</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:264pt;text-align:left;border-color:Black;min-width:264pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Financial Liabilities: </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Deposits</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >156,944</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >158,238</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >158,238</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term borrowings</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >412</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >412</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >412</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40,612</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40,684</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38,701</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,983</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities loaned</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,140</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,160</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,160</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other secured financings</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,693</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,704</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,355</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,349</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer and other payables(1)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >191,137</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >191,137</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >191,137</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-term borrowings</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >126,796</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >128,520</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >128,520</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td colspan='12' rowspan='1' style='width:519.75pt;text-align:left;background-color:#DBEEDD;border-color:Black;min-width:519.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td></tr><tr style='height:20.25pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:260.25pt;text-align:left;border-color:Black;min-width:260.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:90.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:90.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:148.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:148.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value by Level</font></td></tr><tr style='height:8.25pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:260.25pt;text-align:left;border-color:Black;min-width:260.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Carrying Value</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > Fair Value </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 1</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 2</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:47.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 3</font></td></tr><tr style='height:10.5pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:260.25pt;text-align:left;border-color:Black;min-width:260.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:246pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Financial Assets:</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Cash and due from banks</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,827</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,827</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,827</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest bearing deposits with banks</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,256</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,256</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,256</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment securities&#8212;HTM securities</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,244</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,188</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >998</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,190</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86,851</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86,837</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86,186</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >651</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities borrowed</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >142,416</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >142,414</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >142,266</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >148</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer and other receivables(1)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >41,676</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >41,576</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,752</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,824</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans(2) </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >85,759</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86,423</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,241</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >67,182</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8212;Cash deposited with clearing organizations or</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:260.25pt;text-align:left;border-color:Black;min-width:260.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >segregated under federal and other regulations or requirements</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,469</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,469</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,469</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:260.25pt;text-align:left;border-color:Black;min-width:260.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Financial Liabilities: </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Deposits</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >155,909</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >156,163</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >156,163</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term borrowings</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >525</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >525</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >525</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,009</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,060</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,150</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,910</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities loaned</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,358</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,382</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,192</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >190</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other secured financings</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,610</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,610</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,333</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,277</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer and other payables(1)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >183,895</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >183,895</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >183,895</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-term borrowings</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >120,723</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >123,219</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >123,219</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:13.8pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >___________________</font></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:13.8pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >HTM&#8212;Held to maturity.</font></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:13.8pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1) </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Accrued interest, fees, and dividend</font><font style='font-family:Times New Roman;font-size:7.5pt;' > receivables and payables where carrying value approximates fair value have been excluded.</font></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:13.8pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2) Amounts include all loans measured at fair value on a non-recurring </font><font style='font-family:Times New Roman;font-size:7.5pt;' >basis.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >At</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and </font><font style='font-family:Times New Roman;font-size:10pt;' >December 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, notional amounts of approximately $</font><font style='font-family:Times New Roman;font-size:10pt;' >98.1</font><font style='font-family:Times New Roman;font-size:10pt;' > billion and $</font><font style='font-family:Times New Roman;font-size:10pt;' >99</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font><font style='font-family:Times New Roman;font-size:10pt;' >5</font><font style='font-family:Times New Roman;font-size:10pt;' > billion, respectively, of the Company&#8217;s lending commitments were held for investment and held for sale, which are no</font><font style='font-family:Times New Roman;font-size:10pt;' >t included in the above table. The estimated fair value of such lending commitm</font><font style='font-family:Times New Roman;font-size:10pt;' >ents was a liability of $</font><font style='font-family:Times New Roman;font-size:10pt;' >2,062</font><font style='font-family:Times New Roman;font-size:10pt;' > million and $</font><font style='font-family:Times New Roman;font-size:10pt;' >2</font><font style='font-family:Times New Roman;font-size:10pt;' >,17</font><font style='font-family:Times New Roman;font-size:10pt;' >2</font><font style='font-family:Times New Roman;font-size:10pt;' > million, respectively, </font><font style='font-family:Times New Roman;font-size:10pt;' >at</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and </font><font style='font-family:Times New Roman;font-size:10pt;' >December 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >. Had these commitments been accounte</font><font style='font-family:Times New Roman;font-size:10pt;' >d for at fair value, $</font><font style='font-family:Times New Roman;font-size:10pt;' >1,660</font><font style='font-family:Times New Roman;font-size:10pt;' > million would have been cat</font><font style='font-family:Times New Roman;font-size:10pt;' >egorized in Level 2 and $</font><font style='font-family:Times New Roman;font-size:10pt;' >402</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >million in Level 3 at</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' >, and $</font><font style='font-family:Times New Roman;font-size:10pt;' >1,791</font><font style='font-family:Times New Roman;font-size:10pt;' > million would have been categorized in Level 2 </font><font style='font-family:Times New Roman;font-size:10pt;' >and </font><font style='font-family:Times New Roman;font-size:10pt;' >$</font><font style='font-family:Times New Roman;font-size:10pt;' >381</font><font style='font-family:Times New Roman;font-size:10pt;' > million </font><font style='font-family:Times New Roman;font-size:10pt;' >in Level</font><font style='font-family:Times New Roman;font-size:10pt;' > 3 at</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >December 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >. </font></p></div> 29000000 0 13 0 0 0.019 295000000 33045000000 13304000000 0 0 29000000 -127000000 159000000 341000000 459000000 2973000000 0 59169000000 2120000000 0 47000000 3887000000 235000000 176387000000 -1055000000 8 5066000000 14 -8000000 0.0531 0 156000000 1.03 0 13000000 553000000 3120000000 0 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >18.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Income Taxes.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company is under continuous examination by the Internal Revenue Service (the &#8220;IRS&#8221;) and other tax authorities in certain countries, such as Japan and the United Kingdom (&#8220;U.K.&#8221;), and in states in which </font><font style='font-family:Times New Roman;font-size:10pt;' >it</font><font style='font-family:Times New Roman;font-size:10pt;' > has significant </font><font style='font-family:Times New Roman;font-size:10pt;' >business operations, such as New York. The Company is currently at various levels of field examination with respect to audits by the IRS, as well as New York State and Ne</font><font style='font-family:Times New Roman;font-size:10pt;' >w York City, for tax years 2009-2012 and 2007-</font><font style='font-family:Times New Roman;font-size:10pt;' >2009, respectively. The IRS has substant</font><font style='font-family:Times New Roman;font-size:10pt;' >ially completed the field examination </font><font style='font-family:Times New Roman;font-size:10pt;' >for the audit of tax years 2006-</font><font style='font-family:Times New Roman;font-size:10pt;' >2008.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >The Company believes that the resolution of these tax matters w</font><font style='font-family:Times New Roman;font-size:10pt;' >ill not have a material effect i</font><font style='font-family:Times New Roman;font-size:10pt;' >n the </font><font style='font-family:Times New Roman;font-size:10pt;' >condensed </font><font style='font-family:Times New Roman;font-size:10pt;' >consolidated </font><font style='font-family:Times New Roman;font-size:10pt;' >balance sheet</font><font style='font-family:Times New Roman;font-size:10pt;' >, although a resolution</font><font style='font-family:Times New Roman;font-size:10pt;' > could have a materi</font><font style='font-family:Times New Roman;font-size:10pt;' >al impact i</font><font style='font-family:Times New Roman;font-size:10pt;' >n the </font><font style='font-family:Times New Roman;font-size:10pt;' >condensed </font><font style='font-family:Times New Roman;font-size:10pt;' >consolidated statements of income for a particular future period and on the </font><font style='font-family:Times New Roman;font-size:10pt;' >effective </font><font style='font-family:Times New Roman;font-size:10pt;' >tax rate for any period in which such resolution occurs.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >In April 2016, the Company received a notification from the IRS that the Congressiona</font><font style='font-family:Times New Roman;font-size:10pt;' >l Joint Committee on Taxation approved the final report of an Appeals Office review of matters from tax years 1999-2005. The Company has reserved the right to contest certain items, the resolution of which is not expected to have a material impact on the e</font><font style='font-family:Times New Roman;font-size:10pt;' >ffective tax rate or the condensed consolidated financial statements.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:10pt;line-height:13.8pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >During 2016, the Company expects to reach a conclusion with the U.K. tax authorities on substantially all issues through tax year 2010, the resolution of which is not expected to have a</font><font style='font-family:Times New Roman;font-size:10pt;' > material impact on the effective tax rate or the condensed consolidated financial statements.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company has established a liability for unrecognized tax benefits that </font><font style='font-family:Times New Roman;font-size:10pt;' >it</font><font style='font-family:Times New Roman;font-size:10pt;' > believes is adequate in relation to the potential for additional assessments. Once </font><font style='font-family:Times New Roman;font-size:10pt;' >established, the Company adjusts </font><font style='font-family:Times New Roman;font-size:10pt;' >liabilities for </font><font style='font-family:Times New Roman;font-size:10pt;' >unrecognized tax benefits only when more information is available or when an event occurs necessitating a change.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >It is reasonably possible that s</font><font style='font-family:Times New Roman;font-size:10pt;' >ignificant changes in the </font><font style='font-family:Times New Roman;font-size:10pt;' >balance of unrecognized tax benefi</font><font style='font-family:Times New Roman;font-size:10pt;' >ts may occur within the next 12 months related to certain tax authority examinations referred to above. At this time, however, it is not possible to reasonably estimate the expected change to the total amount of unrecognized tax benefits and </font><font style='font-family:Times New Roman;font-size:10pt;' >the </font><font style='font-family:Times New Roman;font-size:10pt;' >impact on </font><font style='font-family:Times New Roman;font-size:10pt;' >the Company&#8217;s effective tax rate over the next 12 months.</font></p><p style='text-align:justify;margin-top:9pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company&#8217;s effective tax rate from continuing operations for the quarter </font><font style='font-family:Times New Roman;font-size:10pt;' >ended March&#160;31, 2015 included a </font><font style='font-family:Times New Roman;font-size:10pt;' >net discrete tax benefit of $</font><font style='font-family:Times New Roman;font-size:10pt;' >564</font><font style='font-family:Times New Roman;font-size:10pt;' > million. This</font><font style='font-family:Times New Roman;font-size:10pt;' > net discrete tax benefit</font><font style='font-family:Times New Roman;font-size:10pt;' > was</font><font style='font-family:Times New Roman;font-size:10pt;' > primarily asso</font><font style='font-family:Times New Roman;font-size:10pt;' >ciated with the repatriation of non-U.S. earnings at a cost lower than originally estimated due to an internal restructuring to simplify the Company&#8217;s legal entity organization in the U.K. </font></p></div> 71250000000 649000000 <div><table style='border-collapse:collapse;' ><tr style='height:10.5pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Gains (Losses) due to Changes in Instrument-Specific Credit Risk</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >. </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:51pt;text-align:left;border-color:Black;min-width:51pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:228.75pt;text-align:center;border-color:Black;min-width:228.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:12pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:228.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:228.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:268.5pt;text-align:justify;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:110.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:110.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:110.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:110.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:23.25pt;' ><td style='width:268.5pt;text-align:justify;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:51pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Trading Revenues</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:51pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >OCI</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:51pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Trading Revenues</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:51pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >OCI</font></td></tr><tr style='height:12pt;' ><td style='width:268.5pt;text-align:justify;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:228.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:228.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term and long-term borrowings(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >41</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >319</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >125</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr><tr style='height:12pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr><tr style='height:12pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans and other debt(2)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(100)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr><tr style='height:12pt;' ><td style='width:268.5pt;text-align:left;border-color:Black;min-width:268.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Lending commitments(3)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >In accordance with the early adoption of a provision of the accounting update, </font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >Recognition and Measurement of Financial Assets and Financial Liabilities</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, for the quarter ended March 31, 2016 DVA gains (losses) are recorded in OCI when </font><font style='font-family:Times New Roman;font-size:7.5pt;' >unrealized and in T</font><font style='font-family:Times New Roman;font-size:7.5pt;' >rading revenues when realized. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >In the quarter ended March 31, 2015, the realized and unrealized </font><font style='font-family:Times New Roman;font-size:7.5pt;' >DVA </font><font style='font-family:Times New Roman;font-size:7.5pt;' >gains (losses) are</font><font style='font-family:Times New Roman;font-size:7.5pt;' > recorded in Trading revenues. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Th</font><font style='font-family:Times New Roman;font-size:7.5pt;' >e cumulative impact of changes in the Company&#8217;</font><font style='font-family:Times New Roman;font-size:7.5pt;' >s DVA and the pre-tax amount recognized in AOCI is a loss of $138 million at March 31, 2016. See Notes 2 and 14 for further information</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Loans and other debt instrument-specific credit gains (losses) were determined by excluding the non-credit components of gains and losses, such as those due to ch</font><font style='font-family:Times New Roman;font-size:7.5pt;' >anges in interest rates. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Gains (losses) on lending commitments were generally determined based on the differential between estimated expected client yields and contractual yields at each respective period-end. </font></p></div> 0.81 109000000 0.75 24432000000 1000000 113000000 11107000000 0 54185000000 24000000 23973000000 0 187000000 9000000 5936757000000 -899000000 1000000 14242000000 29474000000 24075000000 1000000 5827032000000 <div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td style='width:19.5pt;text-align:left;border-color:Black;min-width:19.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:332.25pt;text-align:left;border-color:Black;min-width:332.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:10.5pt;' ><td style='width:19.5pt;text-align:left;border-color:Black;min-width:19.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:332.25pt;text-align:left;border-color:Black;min-width:332.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:7.5pt;' ><td colspan='2' rowspan='1' style='width:351.75pt;text-align:left;border-color:Black;min-width:351.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:7.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:8.25pt;' ><td style='width:19.5pt;text-align:justify;border-color:Black;min-width:19.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:332.25pt;text-align:left;border-color:Black;min-width:332.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars&#160;in&#160;millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:351.75pt;text-align:left;border-color:Black;min-width:351.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Americas</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,752</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,930</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:351.75pt;text-align:left;border-color:Black;min-width:351.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >EMEA</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,129</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,762</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:351.75pt;text-align:left;border-color:Black;min-width:351.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Asia-Pacific</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >911</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,215</font></td></tr><tr style='height:13.5pt;' ><td style='width:19.5pt;text-align:left;border-color:Black;min-width:19.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:332.25pt;text-align:left;border-color:Black;min-width:332.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net revenues </font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,792</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,907</font></td></tr></table></div> 2000000 21000000 0 82933000000 4923000000 785000000 300000000 0.0581 113000000000 143236000000 1157000000 0 21754000000 0 0.12 12657000000 17000000 465000000 29000000 0 2169000000 492000000 0.75 25000000 62976000000 2 1435000000 477000000 3000000 0 2164000000 320000000 298137000000 32731000000 0 625000000 -7000000 0 27000000 185000000 266000000 2600000000 0.53 30841000000 7903000000 11300000000 308000000 0.31 3000000 379000000 408000000 20967000000 73864000000 1274000000 149000000 230762000000 1.19 7000000 1037000000 0.99 683000000 119821000000 -0.41 8000000 3714000000 308000000 1172000000 24153000000 35000000 -0.41 0.17 107000000 0 3982000000 72493000000 200000000 37000000 80000000 0 6000000 3154000000 0 0 0.81 2556000000 28798000000 144845000000 36220000000 0.43 20000000 0 43000000 42536000000 855000000 201000000 1000000 436000000 0.011 0 0 527000000 1129000000 433000000 3500000000 0 21879000000 <div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:12.75pt;text-align:center;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:123pt;text-align:center;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='13' rowspan='1' style='width:357.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:357.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value at March 31, 2016(1)</font></td></tr><tr style='height:12pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:123pt;text-align:justify;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Contractual Years to Maturity</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:56.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Cross-Maturity</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >and Cash&#160;</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Collateral </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Netting(3)</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:48.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net&#160;Exposure </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Post-cash </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Collateral</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:50.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net&#160;Exposure </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Post-collateral(4)</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:justify;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Credit Rating(2)</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less&#160;than&#160;1</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >1 - 3</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >3 - 5</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over 5</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:123pt;text-align:justify;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='13' rowspan='1' style='width:357.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:357.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:14.25pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AAA </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >182</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >567</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,344</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,683</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5,272)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,504</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,425</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AA </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,524</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,488</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,750</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,747</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(13,148)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,361</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,045</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >A </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10,143</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,440</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,984</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26,567</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(38,249)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10,885</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,603</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >BBB </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,953</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,487</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,246</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,055</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(16,119)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,622</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,426</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,065</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,804</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,277</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,024</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(7,762)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,408</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,982</font></td></tr><tr style='height:13.5pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:123pt;text-align:justify;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,867</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,786</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,601</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >62,076</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(80,550)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >32,780</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,481</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:12.75pt;text-align:center;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:123pt;text-align:center;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='13' rowspan='1' style='width:352.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:352.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value at December 31, 2015(1)</font></td></tr><tr style='height:12pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:123pt;text-align:left;border-color:Black;min-width:123pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Contractual Years to Maturity</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:51pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Cross-Maturity </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >and Cash&#160;</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Collateral Netting(3)</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:48.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net&#160;Exposure Post-cash Collateral</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:50.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net&#160;Exposure Post-collateral(4)</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Credit Rating(2)</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less&#160;than&#160;1</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >1-3</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >3-5</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over 5</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:123pt;text-align:justify;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='13' rowspan='1' style='width:352.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:352.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:14.25pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AAA </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >203</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >453</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >827</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,665</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(4,319)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >829</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >715</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AA </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,689</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,876</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,223</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(10,981)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,807</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,361</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >A </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,748</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,191</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,774</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,918</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(34,916)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,715</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,448</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >BBB </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,614</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,863</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,948</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,801</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(15,086)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,140</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,934</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,982</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,333</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,157</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,567</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(6,716)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,323</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,166</font></td></tr><tr style='height:13.5pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:123pt;text-align:justify;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,236</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,840</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10,582</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >49,174</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(72,018)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,814</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,624</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Fair values shown represent the Company&#8217;s net exposure to counterparties related to its OTC derivative products.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Obligor credit ratings are determined by the Credit Risk Management Department.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts represent the netting of </font><font style='font-family:Times New Roman;font-size:7.5pt;' >receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash colla</font><font style='font-family:Times New Roman;font-size:7.5pt;' >teral received is netted on a counterparty basis, provided legal right of offset exists.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Fair value is shown, net of collateral received (</font><font style='font-family:Times New Roman;font-size:7.5pt;' >primarily</font><font style='font-family:Times New Roman;font-size:7.5pt;' > cash and U.S. government and agency securities). </font></p><p style='text-align:justify;line-height:12pt;' ></p></div> <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >12.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Variable Interest Entities and Securitization Activities.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Overview</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company is involved with various special purpose entities (&#8220;SPE&#8221;) in the normal course of business. In most cases, these entities are deemed to be VIEs. The</font><font style='font-family:Times New Roman;font-size:10pt;' > Company&#8217;s transactions with VIEs primarily include securitizations, municipal tender option bond trusts, credit protection purchased through credit-linked notes, other structured financings, collateralized loan and debt obligations, equity-linked notes, p</font><font style='font-family:Times New Roman;font-size:10pt;' >artnership investments and asset management investment funds. The Company&#8217;s continuing involvement in VIEs that it does not consolidate can include ownership of retained interests in Company-sponsored transactions, interests purchased in the secondary mark</font><font style='font-family:Times New Roman;font-size:10pt;' >et (both for Company-sponsored transactions and transactions sponsored by third parties), and derivatives with securitization SPEs (primarily interest rate derivatives in commercial mortgage and residential mortgage securitizations and credit derivatives i</font><font style='font-family:Times New Roman;font-size:10pt;' >n which the Company has purchased protection in synthetic CDOs). </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a further discussion on the Company&#8217;s VIEs, the determination and structure of VIEs and securitization activities, see Note 13 to the consolidated financial statements in the 2015 Form </font><font style='font-family:Times New Roman;font-size:10pt;' >10-K.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >As a result of adopting the accounting update, </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Amendments to the Consolidation Analysis</font><font style='font-family:Times New Roman;font-size:10pt;' >, in the quarter ended March 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2016,</font><font style='font-family:Times New Roman;font-size:10pt;' > certain consolidated entities are now considered VIEs and are included in the balances at March 31, 2016. </font><font style='font-family:Times New Roman;font-size:10pt;' >See Note 2 for </font><font style='font-family:Times New Roman;font-size:10pt;' >further information.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Consolidated VIEs. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Assets and Liabilities by Type of Activity</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:195pt;text-align:justify;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:142.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:142.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:12.75pt;' ><td style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >VIE Assets</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >VIE Liabilities</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >VIE Assets</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >VIE Liabilities</font></td></tr><tr style='height:12.75pt;' ><td style='width:195pt;text-align:justify;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:294pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:195pt;text-align:justify;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Credit-linked notes</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >901</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >900</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td style='width:195pt;text-align:justify;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other structured financings</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >791</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >787</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13</font></td></tr><tr style='height:12.75pt;' ><td style='width:195pt;text-align:justify;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Asset-backed securitizations(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >651</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >417</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >668</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >423</font></td></tr><tr style='height:12.75pt;' ><td style='width:195pt;text-align:justify;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other(2)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,069</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >245</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:13.5pt;' ><td style='width:195pt;text-align:center;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,412</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >457</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,600</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >436</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >_________</font></p><ul><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >The value of assets is determined based on the fair value of the liabilities of and the interests owned by the Company in such VIEs, because the fair values for the liabilities and interests owned are more observable. </font></li><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >Other primarily includes </font><font style='font-family:Times New Roman;font-size:7.5pt;' >certain </font><font style='font-family:Times New Roman;font-size:7.5pt;' >operating entities, investment funds and structured transactions</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Assets and Liabilities by Balance Sheet Caption</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:72pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31,</font></td><td style='width:5.25pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:72pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December&#160;31,</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:72pt;border-bottom-style:solid;border-bottom-width:1;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:5.25pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:72pt;border-bottom-style:solid;border-bottom-width:1;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Assets</font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:149.25pt;border-top-style:solid;border-top-width:1;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:149.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Cash and due from banks</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Trading assets, at fair value</font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,109</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,842</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer and other receivables</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Goodwill</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Intangible assets</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,091</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >741</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total assets </font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,412</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,600</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Liabilities</font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:149.25pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:149.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other secured financings, at fair value</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >426</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >431</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other liabilities and accrued expenses</font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total liabilities</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >457</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >436</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Consolidated VIE assets and liabilities are presented in the above tables after intercompany eliminations. </font><font style='font-family:Times New Roman;font-size:10pt;' >The assets owned by many consolidated VIEs cannot be removed unilaterally by the Company and are not generally available to the Company. The related</font><font style='font-family:Times New Roman;font-size:10pt;' > liabilities issued by many consolidated VIEs are non-recourse to the Company. In certain other consolidated VIEs, the Company either has the unilateral right to remove assets or provide additional recourse through derivatives such as total return swaps, g</font><font style='font-family:Times New Roman;font-size:10pt;' >uarantees or other forms of involvement. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >As part of the Institutional Securities business segment&#8217;s securitization and related activities, the Company has provided, or otherwise agreed to be responsible for, representations and warranties regarding certa</font><font style='font-family:Times New Roman;font-size:10pt;' >in assets transferred in securitization transactions sponsored by the Company (see Note 11</font><font style='font-family:Times New Roman;font-size:10pt;' >). </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >In general, the Company&#8217;s exposure to loss in consolidated VIEs is limited to losses that would be absorbed on the VIE&#8217;s </font><font style='font-family:Times New Roman;font-size:10pt;' >net </font><font style='font-family:Times New Roman;font-size:10pt;' >assets recognized in its financi</font><font style='font-family:Times New Roman;font-size:10pt;' >al statements, net of </font><font style='font-family:Times New Roman;font-size:10pt;' >amounts</font><font style='font-family:Times New Roman;font-size:10pt;' > absorbed by third-party </font><font style='font-family:Times New Roman;font-size:10pt;' >variable interest </font><font style='font-family:Times New Roman;font-size:10pt;' >holders. At </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and December&#160;31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, </font><font style='font-family:Times New Roman;font-size:10pt;' >n</font><font style='font-family:Times New Roman;font-size:10pt;' >oncontrol</font><font style='font-family:Times New Roman;font-size:10pt;' >ling</font><font style='font-family:Times New Roman;font-size:10pt;' > interests in the condensed c</font><font style='font-family:Times New Roman;font-size:10pt;' >onsoli</font><font style='font-family:Times New Roman;font-size:10pt;' >dated financial statements related to consolidated VIEs were </font><font style='font-family:Times New Roman;font-size:10pt;' >$</font><font style='font-family:Times New Roman;font-size:10pt;' >159 </font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >million and $</font><font style='font-family:Times New Roman;font-size:10pt;' >37</font><font style='font-family:Times New Roman;font-size:10pt;' > million, respectively. The Company also had additional maximum exposure to</font><font style='font-family:Times New Roman;font-size:10pt;' > losses of approximately $</font><font style='font-family:Times New Roman;font-size:10pt;' >74</font><font style='font-family:Times New Roman;font-size:10pt;' > million and $</font><font style='font-family:Times New Roman;font-size:10pt;' >72</font><font style='font-family:Times New Roman;font-size:10pt;' >&#160;million at </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >and December&#160;31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, respectively</font><font style='font-family:Times New Roman;font-size:10pt;' >, primarily r</font><font style='font-family:Times New Roman;font-size:10pt;' >elated to certain derivatives, commitments, guarantees and other forms of involvement</font><font style='font-family:Times New Roman;font-size:10pt;' >. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Non-</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >c</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >onsolidated VIEs. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >T</font><font style='font-family:Times New Roman;font-size:10pt;' >he tables </font><font style='font-family:Times New Roman;font-size:10pt;' >below </font><font style='font-family:Times New Roman;font-size:10pt;' >include all VIEs in which the Company has determined that its maximum exposure to loss is greater than specific thresholds or</font><font style='font-family:Times New Roman;font-size:10pt;' > meets certain other criteria. Most of the VIEs included in the tables below are sponsored by unrelated parties; the Company&#8217;s involvement generally is the result of </font><font style='font-family:Times New Roman;font-size:10pt;' >its</font><font style='font-family:Times New Roman;font-size:10pt;' > secondary market-making </font><font style='font-family:Times New Roman;font-size:10pt;' >activities, securities held in its Investment securities portf</font><font style='font-family:Times New Roman;font-size:10pt;' >olio (see Note 5), and certain investments in funds.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Non-Consolidated VIE Assets and Liabilities, Maximum and Carrying Value of Exposure to Loss</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:justify;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='10' rowspan='1' style='width:273.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:273.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:41.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:justify;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:54.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Mortgage- and Asset-Backed Securitizations</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Collateralized Debt Obligations</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Municipal Tender Option Bonds</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Other Structured Financings</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Other</font></td></tr><tr style='height:10.5pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='10' rowspan='1' style='width:273.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:273.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >VIE assets that the Company does not consolidate</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > (unpaid principal balance)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >124,025</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10,058</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,878</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,023</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >42,052</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Maximum exposure to loss:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Debt and equity interests</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,470</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,319</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >65</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,756</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,481</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative and other contracts </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,908</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >132</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commitments, guarantees and other </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >646</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >588</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >365</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >319</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total maximum exposure to loss </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,116</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,907</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,973</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,121</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,932</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Carrying value of exposure to loss&#8212;Assets:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Debt and equity interests</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,470</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,319</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >65</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,370</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,481</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative and other contracts </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >41</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total carrying value of exposure to loss&#8212;Assets </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,470</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,319</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >70</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,370</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,522</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Carrying value of exposure to loss&#8212;Liabilities:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative and other contracts </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >49</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commitments, guarantees and other </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total carrying value of exposure to loss&#8212;Liabilities </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:justify;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='10' rowspan='1' style='width:277.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:277.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:41.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:justify;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:55.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:55.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Mortgage- and Asset-Backed Securitizations</font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Collateralized Debt Obligations</font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Municipal Tender Option Bonds</font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Other Structured Financings</font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Other</font></td></tr><tr style='height:10.5pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='10' rowspan='1' style='width:277.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:277.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:10.5pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >VIE assets that the Company does not consolidate</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > (unpaid principal balance)</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >126,872</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,805</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,654</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,201</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,775</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Maximum exposure to loss:</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Debt and equity interests</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,361</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,259</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,129</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,854</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative and other contracts </font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,834</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >67</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commitments, guarantees and other </font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >494</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >231</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >361</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >222</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total maximum exposure to loss </font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,855</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,490</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,835</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,490</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,143</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Carrying value of exposure to loss&#8212;Assets:</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Debt and equity interests</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,361</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,259</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >685</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,854</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative and other contracts </font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total carrying value of exposure to loss&#8212;Assets </font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,361</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,259</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >685</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,867</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Carrying value of exposure to loss&#8212;Liabilities:</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative and other contracts </font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commitments, guarantees and other </font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total carrying value of exposure to loss&#8212;Liabilities </font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:14.25pt;' ><td colspan='11' rowspan='1' style='width:505.5pt;text-align:left;border-color:Black;min-width:505.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Non-Consolidated VIE Mortgage- and Asset-Backed Securitization Assets.</font></td></tr><tr style='height:14.25pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:100.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:100.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:100.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:100.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Unpaid Principal Balance</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Debt and Equity Interests</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Unpaid Principal Balance</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Debt and Equity Interests</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:210pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:210pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Residential mortgages</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,359</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,006</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,787</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,012</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commercial mortgages</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,151</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,515</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >57,313</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,871</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency collateralized mortgage obligations</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,331</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,503</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,236</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,763</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other consumer or commercial loans</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38,184</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,446</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >42,536</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,715</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total mortgage- and asset-backed securitization assets</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >124,025</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,470</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >126,872</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,361</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company&#8217;s maximum exposure to loss often differs from the carrying value of the variable interests held by the Company. The maximum exposure to loss is dependent on the nature of the Company&#8217;s variable interest in the VIEs and is limited to the </font><font style='font-family:Times New Roman;font-size:10pt;' >notional amounts of certain liquidity facilities, other credit support, total return swaps, written put options, and the fair value of certain other derivatives and investments the Company has made in the VIEs. Liabilities issued by VIEs generally are non-</font><font style='font-family:Times New Roman;font-size:10pt;' >recourse to the Company. Where notional amounts are utilized in quantifying maximum exposure related to derivatives, such amounts do not reflect fair value write-downs already recorded by the Company. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company&#8217;s maximum exposure to loss does not inclu</font><font style='font-family:Times New Roman;font-size:10pt;' >de the offsetting benefit of any financial instruments that the Company may utilize to hedge these risks associated with its variable interests. In addition, the Company&#8217;s maximum exposure to loss is not reduced by the amount of collateral held as part of </font><font style='font-family:Times New Roman;font-size:10pt;' >a transaction with the VIE or any party to the VIE directly against a specific exposure to loss.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Securitization transactions generally involve VIEs. Primarily as a result of its secondary market-making activities, the Company owned additional VIE assets mainly</font><font style='font-family:Times New Roman;font-size:10pt;' > i</font><font style='font-family:Times New Roman;font-size:10pt;' >ssued by securitization SPEs for which the maximum exposure to loss is less than specific thresholds. These additional assets</font><font style='font-family:Times New Roman;font-size:10pt;' > totaled $</font><font style='font-family:Times New Roman;font-size:10pt;' >12.6</font><font style='font-family:Times New Roman;font-size:10pt;' > billion and $</font><font style='font-family:Times New Roman;font-size:10pt;' >12.9 </font><font style='font-family:Times New Roman;font-size:10pt;' >billion at </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, respectively. Th</font><font style='font-family:Times New Roman;font-size:10pt;' >ese assets</font><font style='font-family:Times New Roman;font-size:10pt;' > were either retained in connection with transfers of assets by the Company, acquired in connection with secondary market-making activities or held as AFS securities in its Investment securities portfolio (see Note 5) or held as investments in funds</font><font style='font-family:Times New Roman;font-size:10pt;' >. At </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, these assets</font><font style='font-family:Times New Roman;font-size:10pt;' > consisted of securities backed by residential mortgage loans, commercial mortgage loans or other consumer loans, such as credit card receivables, automobile loans and student loans, </font><font style='font-family:Times New Roman;font-size:10pt;' >CDOs or CLOs, and investment funds</font><font style='font-family:Times New Roman;font-size:10pt;' >. The Compa</font><font style='font-family:Times New Roman;font-size:10pt;' >ny&#8217;s primary risk exposure is to the securities issued by the SPE owned by the Company, with the risk highest on the most subordinate class of beneficial interests. These assets</font><font style='font-family:Times New Roman;font-size:10pt;' > generally are included in Trading assets&#8212;Corporate and other debt, Trading assets&#8212;Investments</font><font style='font-family:Times New Roman;font-size:10pt;' > or AFS s</font><font style='font-family:Times New Roman;font-size:10pt;' >ecurities within its Investment securities portfolio and are measured at fair value (see Note 3). The Company does not provide additional support in these transactions through contractual facilities, such as liquidity facilities, guarantees or similar d</font><font style='font-family:Times New Roman;font-size:10pt;' >erivatives. The Company&#8217;s maximum exposure to loss generally equals the fair value of the assets</font><font style='font-family:Times New Roman;font-size:10pt;' > owned.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Transfers of Assets with Continuing Involvement</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Transactions with SPEs in which the Company, acting as principal, transferred financial assets w</font><font style='font-family:Times New Roman;font-size:10pt;' >ith continuing involvement and received sales treatment are shown below.</font><font style='font-family:Times New Roman;font-size:7.5pt;' >&#160;</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >&#160;</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:14.25pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:210pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:210pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential Mortgage Loans</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Commercial Mortgage Loans</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >U.S. Agency Collateralized Mortgage Obligations</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Credit-Linked Notes and&#160;</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Other(1) </font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:210pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:210pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >SPE assets (unpaid principal balance)(2) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,705</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >55,403</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,631</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,061</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Retained interests (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >85</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >539</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >82</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >96</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,137</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total retained interests (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >82</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >181</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >539</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,137</font></td></tr><tr style='height:18.75pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interests purchased in the secondary market (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >47</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total interests purchased in the secondary market (fair&#160;value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >47</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td></tr><tr style='height:18pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative assets (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >316</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >231</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative liabilities (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >465</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:14.25pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:210pt;text-align:center;border-color:Black;min-width:210pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:14.25pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:210pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:210pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential Mortgage Loans</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Commercial Mortgage Loans</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >U.S. Agency Collateralized Mortgage Obligations</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Credit-Linked Notes and&#160;</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Other(1) </font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:210pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:210pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >SPE assets (unpaid principal balance)(2) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,440</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72,760</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,978</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,235</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Retained interests (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >238</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >649</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >160</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,136</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total retained interests (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >160</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >301</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >649</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,136</font></td></tr><tr style='height:18.75pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interests purchased in the secondary market (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >88</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >99</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total interests purchased in the secondary market (fair&#160;value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >151</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >99</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td></tr><tr style='height:18pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative assets (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >343</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >151</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative liabilities (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >449</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts i</font><font style='font-family:Times New Roman;font-size:7.5pt;' >nclude CLO transactions managed by unrelated third parties.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(</font><font style='font-family:Times New Roman;font-size:7.5pt;' >2</font><font style='font-family:Times New Roman;font-size:7.5pt;' >)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts include assets transferred by unrelated transferors. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;margin-left:0pt;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:9pt;margin-left:0pt;' >&#160;</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:189pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:189pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level&#160;1</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level&#160;2</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level&#160;3</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:11.25pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:189pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:189pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Retained interests (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >624</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >624</font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,299</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,315</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total retained interests (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >640</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,299</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,939</font></td></tr><tr style='height:20.25pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interests purchased in the secondary market (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >97</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >97</font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >84</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >104</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total interests purchased in the secondary market (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >181</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >201</font></td></tr><tr style='height:22.5pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative assets (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >508</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >547</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative liabilities (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >76</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >389</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >465</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:40.5pt;text-align:left;border-color:Black;min-width:40.5pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:40.5pt;text-align:left;border-color:Black;min-width:40.5pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:40.5pt;text-align:left;border-color:Black;min-width:40.5pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:40.5pt;text-align:left;border-color:Black;min-width:40.5pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:189pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:189pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level&#160;1</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level&#160;2</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level&#160;3</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:11.25pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:189pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:189pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Retained interests (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >886</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >887</font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,342</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,359</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total retained interests (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >903</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,343</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,246</font></td></tr><tr style='height:20.25pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interests purchased in the secondary market (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >187</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >187</font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >112</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >133</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total interests purchased in the secondary market (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >299</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >320</font></td></tr><tr style='height:22.5pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative assets (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >466</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >28</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >494</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative liabilities (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >110</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >339</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >449</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Transferred assets are carried at fair value prior to securitization, and any changes in fair value are recognized in the condensed consolidated statements of income. The Company may act as underwriter of the beneficial interests issued by these</font><font style='font-family:Times New Roman;font-size:10pt;' > securitization vehicles. Investment banking underwriting net revenues are recognized in connection with these transactions. The Company may retain interests in the securitized financial assets as one or more tranches of the securitization. These retained </font><font style='font-family:Times New Roman;font-size:10pt;' >interests are included in the condensed consolidated balance sheet at fair value. Any changes in the fair value of such retained interests are recognized in the condensed consolidated statements of income. </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Proceeds </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >f</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >rom New Securitization Transactions an</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >d Retained Interests in Securitization Transactions</font><font style='font-family:Times New Roman;font-size:10pt;' >. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:96pt;text-align:center;border-color:Black;min-width:96pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:11.25pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:96pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:96pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:11.25pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9.75pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:96pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:96pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:388.5pt;text-align:left;border-color:Black;min-width:388.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Proceeds received from new securitization</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >transactions</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,713</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,891</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:388.5pt;text-align:left;border-color:Black;min-width:388.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Proceeds from retained interests</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >in securitization transactions</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >631</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >948</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Net gains on sale of assets in securitization transactions at the time of the sale were not material in the first quarter of </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company has provided, or otherwise agreed to be responsible for, representations and warranties regarding certain assets transferred in securitization transactions sponsored by the Company (see Note 11</font><font style='font-family:Times New Roman;font-size:10pt;' >)</font><font style='font-family:Times New Roman;font-size:10pt;' >. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Proceeds from </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Sale</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >s</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >to CLO Entities </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Sponsored by Non-Affiliates</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:96pt;text-align:center;border-color:Black;min-width:96pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:11.25pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:96pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:96pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:11.25pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9.75pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:96pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:96pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:388.5pt;text-align:left;border-color:Black;min-width:388.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Proceeds from sale of corporate loans</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >sold to those SPEs</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >345</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Net gains on sale of corporate loans to CLO transactions at the time of sale were not material </font><font style='font-family:Times New Roman;font-size:10pt;' >in the first quarter of </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;color:#000000;' >The Company also enters into transactions in which it sells equity securities and contemporaneously enters into </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >bilateral OTC equity derivatives with the purchasers of the securities, through which it retains the exposure to the securities as shown in the following table. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:153pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:153pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Carrying value of assets derecognized at the time of sale and gross cash proceeds</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,020</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,878</font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Fair value of assets sold</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,248</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,935</font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Fair value of derivative assets recognized in the condensed consolidated</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >balance sheet</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >235</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >97</font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Fair value of derivative liabilities recognized in the condensed consolidated</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >balance sheet</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Failed Sales. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For transfers that fail to meet the accounting criteria for a sale, the Company continues to recognize the assets in Trading assets at fair value, and the Company recognizes the associated liabilities in Other secured financings at fair </font><font style='font-family:Times New Roman;font-size:10pt;' >value in the condensed consolidated balance sheet (see Note </font><font style='font-family:Times New Roman;font-size:10pt;' >10</font><font style='font-family:Times New Roman;font-size:10pt;' >).</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The assets transferred to unconsolidated VIEs in transactions accounted for as failed sales cannot be removed unilaterally by the Company and are not generally available to the Company. T</font><font style='font-family:Times New Roman;font-size:10pt;' >he related liabilities are also non-recourse to the Company. In certain other failed sale transactions, the Company has the right to remove assets or provide additional recourse through derivatives such as total return swaps, guarantees or other forms of i</font><font style='font-family:Times New Roman;font-size:10pt;' >nvolvement. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Carrying Value of Assets and Liabilities</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > Related to Failed Sales</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:255.75pt;text-align:justify;border-color:Black;min-width:255.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:109.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:109.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:114.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:114.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:11.25pt;' ><td style='width:255.75pt;text-align:justify;border-color:Black;min-width:255.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Assets</font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liabilities</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Assets</font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liabilities</font></td></tr><tr style='height:12.75pt;' ><td style='width:255.75pt;text-align:justify;border-color:Black;min-width:255.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:234.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:255.75pt;text-align:left;border-color:Black;min-width:255.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Failed sales</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >392</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >392</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >400</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >400</font></td></tr></table></div> 76000000 392000000 15000000 1206000000 -2422000000 21356000000 21174000000 1000000 0 8232000000 730000000 -0.36 <div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:140.25pt;text-align:justify;border-color:Black;min-width:140.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:252pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:252pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Maximum Potential Payout/Notional</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:40.5pt;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Carrying Amount (Asset)/ Liability</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:40.5pt;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Collateral/ Recourse</font></td></tr><tr style='height:13.5pt;' ><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:140.25pt;text-align:justify;border-color:Black;min-width:140.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:195.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:195.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Years to Maturity</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:47.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:justify;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:47.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less than&#160;1</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >1-3</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >3-5</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over&#160;5</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:47.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:140.25pt;text-align:justify;border-color:Black;min-width:140.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='13' rowspan='1' style='width:351pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:351pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Credit derivative contracts(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >214,631</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >279,554</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >138,777</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,205</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:47.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >685,167</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(127)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other credit contracts</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >323</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >399</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-credit derivative contracts(1)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,186,070</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >699,114</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >298,000</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >533,692</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,716,876</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >74,940</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Standby letters of credit and other</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:140.25pt;text-align:left;border-color:Black;min-width:140.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >financial guarantees issued(2)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >872</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,262</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,139</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,884</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,157</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(111)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,693</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Market value guarantees</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >64</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >246</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >98</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >425</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Liquidity facilities</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,154</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,154</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,029</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Whole loan sales guarantees</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23,426</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23,428</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securitization representations and</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:140.25pt;text-align:left;border-color:Black;min-width:140.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >warranties</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63,896</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63,896</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >103</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >General partner guarantees</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >48</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >311</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >426</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >74</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Carrying amounts of derivative contracts are shown on a gross basis prior to cash collateral or counterparty netting. For further information on derivative contracts, see Note 4. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > The</font><font style='font-family:Times New Roman;font-size:7.5pt;' >se amounts include certain</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >issued </font><font style='font-family:Times New Roman;font-size:7.5pt;' >standby letters of credit </font><font style='font-family:Times New Roman;font-size:7.5pt;' >participated to third </font><font style='font-family:Times New Roman;font-size:7.5pt;' >parties totaling $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >0.7</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion</font><font style='font-family:Times New Roman;font-size:7.5pt;' > due to the nature of the Company&#8217;s obligations under these arrangements.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' > </font></p></div> -88000000 685000000 0 697000000 0 22526000000 false 14000000 461000000 21592000000 1000 1165000000 580000000 2079000000 2389000000 -5000000 103167000000 2065000000 2000000 2065000000 36999000000 283000000 -33000000 1496000000 398100000000 0 0.013 2154000000 12000000000 758000000 0.209 7000000 108000000 1876000000 -0.6 17000000 0.25 9 38000000 1006000000 2000000 672000000 0.84 3755000000 203000000 49000000 535000000 0.35 -0.28 230000000 0 546000000 197000000 336000000 0 41600000000 53638000000 324671000000 7520000000 0.019 0.92 721437000000 7273921000000 3614000000 348000000 57950000000 -33000000 31058000000 0 31000000 31765000000 -0.39 26000000 0.66 0 140000000 3000000 1784000000 9157000000 60000000000 8 2000000 0 0.008 0 256000000 33397000000 27000000 454000000 57400000000 567000000 9000000 0 0.27 0.0074 2393000000 332734000000 380000000 0 5000000 15000000 6200000000 0.003 0.04 Yes 3854000000 131872000000 0.26 21103000000 -0.07 5000000 11894000000 7000000 79403000000 493000000 69000000 0.02 <div><table style='border-collapse:collapse;' ><tr style='height:18pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:340.5pt;text-align:left;border-color:Black;min-width:340.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31, 2016</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >December 31, 2015</font></td></tr><tr style='height:6.75pt;' ><td colspan='2' rowspan='1' style='width:350.25pt;text-align:left;border-color:Black;min-width:350.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:141pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:350.25pt;text-align:left;border-color:Black;min-width:350.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Secured financings with original maturities greater than one year</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,551</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,629</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:350.25pt;text-align:left;border-color:Black;min-width:350.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Secured financings with original maturities one year or less</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,373</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,435</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:350.25pt;text-align:left;border-color:Black;min-width:350.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Failed sales(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >392</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >400</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:340.5pt;text-align:left;border-color:Black;min-width:340.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,316</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,464</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >___________</font></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > For more information </font><font style='font-family:Times New Roman;font-size:7.5pt;' >on failed sales, see Note 12.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font></p></div> 700000000 99000000 0.025 1 0.155 201000000 430000000 0 27425000000 45505000000 1678000000 14000000 0 4000000 -2000000 157290000000 0.027 86097000000 0.42 22526000000 1157000000 25126000000 0 88802000000 262000000 958000000 35362000000 82000000 13361000000 2623000000 3000000 19000000 100599611 229266000000 670000000 0 0.38 47123000000 0.0323 0.66 -2000000 321000000 23129000000 43899000000 0 0 -34000000 16853000000 0.53 1 3665000000 0.08 2518000000 303232000000 0 926000000 11651000000 0.43 76010000000 3613000000 6873253000000 -18000000 0.17 0 44762000000 0.013 9000000 0.59 1000000 86000000 66752000000 9316000000 -304000000 757000000 7971000000 40000000000 1000000 0 60985000000 0.272 24456000000 25632000000 2000000 0.97 22309000000 24382000000 0.12 24387000000 35000000 24616000000 11339000000 167000000 75896000000 260000000 122597000000 -2218000000 8813000000 -0.01 0.013 1644000000 0.25 261000000 13055000000 13200000000 393000000 0.55 20000000000 743000000 3000000 0.19 1812000000 3560000000 -0.11 618000000 226000000 2905000000 43000000 -452000000 31604000000 33956000000 49174000000 239000000 169000000 11000000 4660000000 0.53 0 242000000 3166000000 2620000000 102000000 208713000000 5000000 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Total Assets by Business Segment</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:16.5pt;' ><td style='width:218.25pt;text-align:justify;border-color:Black;min-width:218.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:63.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:63.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Institutional Securities</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:63.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:63.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >&#160;Wealth Management</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Investment Management</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Total(1)</font></td></tr><tr style='height:2.25pt;' ><td style='width:218.25pt;text-align:left;border-color:Black;min-width:218.25pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:63.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:63.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:63.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:63.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:66.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:57pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:218.25pt;text-align:justify;border-color:Black;min-width:218.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:278.25pt;text-align:center;border-color:Black;min-width:278.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:16.5pt;' ><td style='width:218.25pt;text-align:left;border-color:Black;min-width:218.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >At March 31, 2016</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63.75pt;text-align:right;border-color:Black;min-width:63.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >621,644</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63.75pt;text-align:right;border-color:Black;min-width:63.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >181,087</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,766</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >807,497</font></td></tr><tr style='height:16.5pt;' ><td style='width:218.25pt;text-align:left;border-color:Black;min-width:218.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >At December 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63.75pt;text-align:right;border-color:Black;min-width:63.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >602,714</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63.75pt;text-align:right;border-color:Black;min-width:63.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >179,708</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,043</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >787,465</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Corporate assets have been fully allocated to the business segments.</font></p><p style='text-align:justify;line-height:12pt;' ></p></div> 11924000000 163000000 212000000 0 0 140494000000 0.1 0 527000000 214658000000 1170000000 -56000000 17984000000 857000000 87072000000 3120000000 7083401000000 <div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FF0000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:102pt;text-align:center;border-color:Black;min-width:102pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:13.5pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:102pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:102pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:12pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:1.5pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:102pt;text-align:center;border-color:Black;min-width:102pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars&#160;in&#160;millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:321pt;text-align:left;border-color:Black;min-width:321pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest income(1):</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:justify;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:justify;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Trading assets(2) </font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >582</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >594</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment securities</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >236</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >201</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans </font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >647</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >474</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest bearing deposits with banks </font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >50</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell and Securities borrowed(3)</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(78)</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(104)</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer receivables and Other(4)</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >310</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >297</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:321pt;text-align:left;border-color:Black;min-width:321pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total interest income </font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,747</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,484</font></td></tr><tr style='height:6pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:321pt;text-align:left;border-color:Black;min-width:321pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest expense(1):</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Deposits </font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term borrowings </font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-term borrowings</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >959</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >926</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:center;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase and Securities loaned(5)</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >264</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >308</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer payables and Other(6) </font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(403)</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(368)</font></td></tr><tr style='height:14.25pt;' ><td colspan='3' rowspan='1' style='width:321pt;text-align:left;border-color:Black;min-width:321pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total interest expense </font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >848</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >888</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:321pt;text-align:left;border-color:Black;min-width:321pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net interest </font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >899</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >596</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Interest income and expense are recorded within the condensed </font><font style='font-family:Times New Roman;font-size:7.5pt;' >consolidated statements of income depending on the nature of the instrument and related market conventions. When interest is included as a component of the </font><font style='font-family:Times New Roman;font-size:7.5pt;' >instrument&#8217;s fair value, interest is included within Trading revenues or Investments revenues. Otherwise, it is included within Interest income or Interest expense. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Interest expense on Trading liabilities is reported as a reduction to Interest income </font><font style='font-family:Times New Roman;font-size:7.5pt;' >on Trading assets.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Includes fees paid on Securities borrowed.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4) Includes interest from customer receivables and other interest earning assets.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(5)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Includes fees received on Securities loaned.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(6)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Includes fees received from prime brokerage custom</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ers for stock loan transactions incurred to cover customers&#8217; short positions.</font></p></div> 17616000000 0.42 76000000 239000000 17140000000 154049000000 2553000000 31958000000 118869952 737000000 0.96 0 71947000000 -4000000 5198000000 143742000000 0.77 103000000 0.66 11019000000 195000000 0 2000000 6515000000 16000000 6881520000000 25000000 20689000000 0.0116 3045000000 151198000000 3567000000 42052000000 3650000000 61006000000 1218645000000 437000000 0 60611000000 20236000000 22481000000 34693000000 14116000000 138782000000 35000000 10058000000 1750000000 7538000000 2681000000 64000000 0 2570000000 2149000000 0.04 0.0112 -782000000 10857000000 3024000000 0 701000000 2000000 0 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >16.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Interest Income and Interest Expense. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Interest Income and Interest Expense</font><font style='font-family:Times New Roman;font-size:10pt;' >. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FF0000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:102pt;text-align:center;border-color:Black;min-width:102pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:13.5pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:102pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:102pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:12pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:1.5pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:102pt;text-align:center;border-color:Black;min-width:102pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars&#160;in&#160;millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:321pt;text-align:left;border-color:Black;min-width:321pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest income(1):</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:justify;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:justify;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Trading assets(2) </font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >582</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >594</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment securities</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >236</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >201</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans </font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >647</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >474</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest bearing deposits with banks </font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >50</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell and Securities borrowed(3)</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(78)</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(104)</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer receivables and Other(4)</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >310</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >297</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:321pt;text-align:left;border-color:Black;min-width:321pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total interest income </font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,747</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,484</font></td></tr><tr style='height:6pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:295.5pt;text-align:left;border-color:Black;min-width:295.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:321pt;text-align:left;border-color:Black;min-width:321pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest expense(1):</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Deposits </font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term borrowings </font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-term borrowings</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >959</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >926</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:center;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase and Securities loaned(5)</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >264</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >308</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:308.25pt;text-align:left;border-color:Black;min-width:308.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer payables and Other(6) </font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(403)</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(368)</font></td></tr><tr style='height:14.25pt;' ><td colspan='3' rowspan='1' style='width:321pt;text-align:left;border-color:Black;min-width:321pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total interest expense </font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >848</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >888</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:321pt;text-align:left;border-color:Black;min-width:321pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net interest </font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >899</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >596</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Interest income and expense are recorded within the condensed </font><font style='font-family:Times New Roman;font-size:7.5pt;' >consolidated statements of income depending on the nature of the instrument and related market conventions. When interest is included as a component of the </font><font style='font-family:Times New Roman;font-size:7.5pt;' >instrument&#8217;s fair value, interest is included within Trading revenues or Investments revenues. Otherwise, it is included within Interest income or Interest expense. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Interest expense on Trading liabilities is reported as a reduction to Interest income </font><font style='font-family:Times New Roman;font-size:7.5pt;' >on Trading assets.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Includes fees paid on Securities borrowed.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4) Includes interest from customer receivables and other interest earning assets.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(5)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Includes fees received on Securities loaned.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(6)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Includes fees received from prime brokerage custom</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ers for stock loan transactions incurred to cover customers&#8217; short positions.</font></p></div> 83000000 13862000000 2521000000 20077000000 6426000000 310000000 0 807497000000 872000000 0.6 0 8368000000 1000000 6446000000 13786000000 33624000000 15067000000 21592000000 693000000 8000000 0 63896000000 60000000 40236000000 219000000 5837356000000 1.16 330000000 0.6 4481000000 0.62 453000000 2130000000 13361000000 <div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td colspan='22' rowspan='1' style='width:533.25pt;text-align:left;border-color:Black;min-width:533.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Roll-forward of Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis. </font></td></tr><tr style='height:4.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:42pt;text-align:left;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:35.25pt;text-align:left;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:31.5pt;text-align:left;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:28.5pt;text-align:left;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:31.5pt;text-align:left;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:35.25pt;text-align:left;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:33pt;text-align:left;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:42.75pt;text-align:left;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td></tr><tr style='height:39pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:justify;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Beginning Balance at December 31, 2015</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total Realized and Unrealized Gains (Losses)</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Purchases (1)</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Sales</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Issuances</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Settlements</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Net Transfers</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Ending Balance&#160;at March 31, 2016</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding&#160;at March 31, 2016</font></td></tr><tr style='height:11.25pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:justify;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='17' rowspan='1' style='width:383.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:383.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Assets at Fair Value</font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Trading assets:</font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:justify;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:justify;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:justify;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:justify;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:justify;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:justify;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:justify;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:justify;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >U.S. agency securities </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other sovereign government obligations </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >State and municipal securities </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(15)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Residential mortgage-backed securities </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >341</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(24)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(67)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >292</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(17)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commercial mortgage-backed securities </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >72</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(15)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >59</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Asset-backed securities </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(17)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate bonds </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >267</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >44</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(98)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(6)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >224</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >28</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Collateralized debt and loan obligations </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >430</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(14)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >114</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(113)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(69)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >348</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Loans and lending commitments</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,936</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(60)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >952</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(319)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(351)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,185</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(64)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other debt </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >448</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >75</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >527</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,538</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(59)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,178</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(653)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(351)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,644</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(61)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate equities </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >433</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >78</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(44)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(48)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >430</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net derivative and other contracts(2):</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >260</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >470</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(14)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(30)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(522)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >169</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >411</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(844)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >28</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >67</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >26</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(723)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >141</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(61)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(105)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >126</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(38)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts(3) </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,031)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(135)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >137</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(128)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >294</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >31</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,832)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(12)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,050</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >73</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(61)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(57)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >186</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,200</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >68</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total net derivative and</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > other contracts</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,424)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >375</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(203)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >169</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(128)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,060)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >453</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Investments:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Principal investments</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >486</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(43)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >365</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(29)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(41)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >743</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(43)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >221</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(25)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(29)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >179</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total investments </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >707</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(31)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >365</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(54)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(41)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(24)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >922</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(31)</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Securities received as collateral </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Intangible assets </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Liabilities at Fair Value</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Deposits </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Short-term borrowings </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Trading liabilities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate bonds </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Lending commitments </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:126.75pt;text-align:left;border-color:Black;min-width:126.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other debt </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate equities </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(15)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >31</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td></tr><tr style='height:9pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Obligation to return securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >received as collateral </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other secured financings </font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >461</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(18)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >47</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(22)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(50)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >454</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(18)</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:142.5pt;text-align:left;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Long-term borrowings</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,987</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(46)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:28.5pt;text-align:right;border-color:Black;min-width:28.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:31.5pt;text-align:right;border-color:Black;min-width:31.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >72</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(79)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(228)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,798</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(45)</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:15pt;' ><td colspan='22' rowspan='1' style='width:533.25pt;text-align:left;border-color:Black;min-width:533.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td></tr><tr style='height:63pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:118.5pt;text-align:justify;border-color:Black;min-width:118.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Beginning Balance at December 31, 2014</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:34.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total Realized and Unrealized Gains (Losses)</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Purchases (1)</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Sales</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Issuances</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Settlements</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Net Transfers</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Ending Balance&#160;at March 31, 2015</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding&#160;at March 31, 2015</font></td></tr><tr style='height:1.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:118.5pt;text-align:justify;border-color:Black;min-width:118.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:34.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:27pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:30pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:36pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:29.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:118.5pt;text-align:justify;border-color:Black;min-width:118.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='17' rowspan='1' style='width:378.75pt;text-align:center;border-color:Black;min-width:378.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Assets at Fair Value</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:34.5pt;text-align:justify;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:33pt;text-align:justify;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:27pt;text-align:justify;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:30pt;text-align:justify;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:36pt;text-align:justify;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:29.25pt;text-align:justify;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;text-align:justify;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45pt;text-align:justify;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Trading assets:</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:justify;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:justify;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:justify;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:justify;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:justify;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:justify;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:justify;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:justify;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other sovereign government obligations </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >41</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(32)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Residential mortgage-backed securities </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >175</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >58</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(40)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >86</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >296</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commercial mortgage-backed securities </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >96</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >96</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(10)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >180</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Asset-backed securities </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >76</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >57</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(29)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(35)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >67</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate bonds </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >386</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >38</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >129</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(141)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >424</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >38</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Collateralized debt and loan obligations </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,152</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >79</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >241</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(397)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(253)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >822</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Loans and lending commitments</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,874</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >41</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >914</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(213)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,807)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(20)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,789</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other debt </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >285</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(10)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >68</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >149</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >486</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:118.5pt;text-align:left;border-color:Black;min-width:118.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8,044</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >161</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,563</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(831)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,065)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >192</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,064</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >95</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate equities </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >272</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >30</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(98)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >230</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net derivative and other contracts(2):</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(173)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >128</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(11)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >65</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(511)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(496)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >119</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(743)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(247)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(30)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >15</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(984)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(252)</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >62</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >97</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(13)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >297</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >62</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts(3) </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,165)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(273)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(176)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(54)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >163</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,472)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(324)</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,146</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >295</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(37)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(59)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,345</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >262</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:118.5pt;text-align:left;border-color:Black;min-width:118.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total net derivative and other contracts</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,784)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(35)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >53</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(217)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >78</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(405)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,310)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(133)</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Investments:</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Principal investments</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >835</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(34)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >829</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >323</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(12)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >83</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >391</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(10)</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:118.5pt;text-align:left;border-color:Black;min-width:118.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total investments</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,158</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(39)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >83</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,220</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Securities received as collateral </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Intangible assets </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Liabilities at Fair Value</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Trading liabilities:</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:left;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:left;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:33pt;text-align:left;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:27pt;text-align:left;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:30pt;text-align:left;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:36pt;text-align:left;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:left;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:left;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:45pt;text-align:left;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate bonds </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >78</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(66)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Lending commitments </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:128.25pt;text-align:left;border-color:Black;min-width:128.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other debt </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >38</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(11)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(3)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > Total corporate and other debt </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >121</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(12)</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(69)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >46</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:138pt;text-align:left;border-color:Black;min-width:138pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate equities </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >45</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >50</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Obligation to return securities received as collateral </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >153</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >154</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1)</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other secured financings </font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >149</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(8)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(24)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >133</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:147.75pt;text-align:left;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Long-term borrowings</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,934</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:34.5pt;text-align:right;border-color:Black;min-width:34.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:33pt;text-align:right;border-color:Black;min-width:33pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:27pt;text-align:right;border-color:Black;min-width:27pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:30pt;text-align:right;border-color:Black;min-width:30pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >115</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:36pt;text-align:right;border-color:Black;min-width:36pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(142)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:29.25pt;text-align:right;border-color:Black;min-width:29.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(152)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,738</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;margin-left:0pt;' >___________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Loan originations and consolidations of VIEs are included in purchases.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Net derivative and other contracts represent Trading assets&#8212;Derivative and other contracts, net of Trading liabilities&#8212;Derivative and other contracts. For further </font><font style='font-family:Times New Roman;font-size:7.5pt;' > information on derivative instruments and hedging activities, see Note </font><font style='font-family:Times New Roman;font-size:7.5pt;' >4</font><font style='font-family:Times New Roman;font-size:7.5pt;' >. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Net liability Level 3 derivative equity contracts increased by $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >785</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million to correct the fair value level assigned to these contracts at December 31, 2014. The total</font><font style='font-family:Times New Roman;font-size:7.5pt;' > amount of derivative equity contracts remained unchanged at December 31, 2014.</font></p></div> 0.4 0 0 0 11542000000 147016000000 4660000000 3489000000 0 -0.01 1595000000 2908000000 52205000000 0 1 7052000000 93728000000 399000000 -1104000000 2000000 2333000000 364000000 1200000000 0.5 55562000000 3970000000 0.59 0.24 159780000000 594000000 0 44000000000 0 1000000 13114000000 0 12000000 526696000000 -61800000000 128000000 19000000 100000000 29474000000 50000000 150132000000 93577000000 9000000 55371000000 379000000 52590000000 1447000000 -40473000000 36341000000 279000000 -20000000 0.008 2870000000 5066000000 101276000000 0 1906000000 13162000000 0 14631000000 69000000 29847000000 0 0 1372605000000 -0.01 246000000 0 1493000000 0.0113 -0.01 227000000 9 22989000000 582000000 685000000 5448000000 0 5000000 66722000000 0 0 96000000 112000000 650000000 23000000 0.39 42995000000 292000000 -887000000 230000000 0 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >15.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Earnings&#160;per Common Share.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Calculation of Basic and D</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >iluted Earnings Per Share (&#8220;</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >EPS&#8221;)</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:9.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:131.25pt;text-align:center;border-color:Black;min-width:131.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:10.5pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:131.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:131.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:justify;border-color:Black;min-width:20.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:justify;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9pt;' ><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:justify;border-color:Black;min-width:20.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:justify;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:131.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:131.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(in millions, except for per share data)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:359.25pt;text-align:justify;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Basic EPS:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,160</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,468</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,157</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,463</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income applicable to noncontrolling interests</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >69</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income applicable to Morgan Stanley</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,134</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,394</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Calibri;font-size:11pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Less: Preferred dividends</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:11pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(78)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:11pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(78)</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Calibri;font-size:11pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Less: Allocation of (earnings) loss to participating RSUs(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:11pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:11pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Earnings applicable to Morgan Stanley common shareholders</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,055</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,314</font></td></tr><tr style='height:16.5pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Calibri;font-size:11pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Weighted average common shares outstanding</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,883</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,924</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:359.25pt;text-align:justify;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Earnings per basic common share:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.56</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.21</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(0.01)</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Earnings per basic common share</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.56</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.20</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:double;border-top-width:3;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:double;border-top-width:3;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:359.25pt;text-align:justify;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Diluted EPS:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Earnings applicable to Morgan Stanley common shareholders</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,055</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,314</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Weighted average common shares outstanding</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,883</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,924</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Effect of dilutive securities:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Stock options and RSUs(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >32</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Weighted average common shares outstanding and common stock equivalents</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,915</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,963</font></td></tr><tr style='height:5.25pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:359.25pt;text-align:left;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Earnings per diluted common share:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.55</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.18</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Earnings per diluted common share</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.55</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.18</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Restricted stock units (&#8220;RSUs&#8221;)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > that are considered participating securities participate in all of the earnings of the Company in the computation of basic EPS, and, therefore, such RSUs are not included as incremental shares in the diluted calculation. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0pt;' >Antidilutive Securities.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Securi</font><font style='font-family:Times New Roman;font-size:10pt;' >ties that were considered antidilutive were excluded from the computation of diluted EPS.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Outstanding Antidilutive Securities at Period-End</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:9.75pt;' ><td style='width:19.5pt;text-align:left;border-color:Black;min-width:19.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:342pt;text-align:left;border-color:Black;min-width:342pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:9pt;' ><td style='width:19.5pt;text-align:left;border-color:Black;min-width:19.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:342pt;text-align:left;border-color:Black;min-width:342pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:361.5pt;text-align:left;border-color:Black;min-width:361.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9pt;' ><td style='width:19.5pt;text-align:justify;border-color:Black;min-width:19.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:342pt;text-align:left;border-color:Black;min-width:342pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(shares in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:361.5pt;text-align:left;border-color:Black;min-width:361.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Stock options</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:361.5pt;text-align:left;border-color:Black;min-width:361.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >RSUs and performance-based stock units</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:13.5pt;' ><td style='width:19.5pt;text-align:left;border-color:Black;min-width:19.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:342pt;text-align:left;border-color:Black;min-width:342pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12</font></td></tr></table></div> 352000000 33397000000 5000000 0.09 -0.05 106296000000 24758000000 0.18 6000000 0 408000000 984000000 839000000 1137000000 1454000000 0 948000000 11117000000 0 79000000 4000000 8392000000 0 -0.01 16774000000 22000000 627000000 12000000 93 166000000 3606000000 1527000000 0 10411000000 102000000 -220000000 474000000 0 127000000 -0.39 19312000000 5224000000 0.012 -222000000 39000000 20000000 -1000000 6 8 0.082 -80000000 48000000 19358000000 153029000000 730000000 -20000000 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >20</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Subsequent Events.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company has evaluated subsequent events for adjustment to or disclosure in </font><font style='font-family:Times New Roman;font-size:10pt;' >its condensed </font><font style='font-family:Times New Roman;font-size:10pt;' >consolidated financial statements through the date </font><font style='font-family:Times New Roman;font-size:10pt;' >of this report and has </font><font style='font-family:Times New Roman;font-size:10pt;' >not identified any recordable or </font><font style='font-family:Times New Roman;font-size:10pt;' >disclosable</font><font style='font-family:Times New Roman;font-size:10pt;' > events, not otherwise reported in these </font><font style='font-family:Times New Roman;font-size:10pt;' >condensed consolidated </font><font style='font-family:Times New Roman;font-size:10pt;' >financial statements or the notes thereto, except for the following:</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Common Stock Dividend. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >On April 18, 2016, the Company announced that its Board of Directors declared a quarterly dividen</font><font style='font-family:Times New Roman;font-size:10pt;' >d per common share of $0.15. The dividend is payable on May 13, 2016 to common shareholders of record on April 29, 2016.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Long-Term Borrowings.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Subsequent to </font><font style='font-family:Times New Roman;font-size:10pt;' >March</font><font style='font-family:Times New Roman;font-size:10pt;' > 3</font><font style='font-family:Times New Roman;font-size:10pt;' >1</font><font style='font-family:Times New Roman;font-size:10pt;' >, 201</font><font style='font-family:Times New Roman;font-size:10pt;' >6</font><font style='font-family:Times New Roman;font-size:10pt;' > and through </font><font style='font-family:Times New Roman;font-size:10pt;' >April </font><font style='font-family:Times New Roman;font-size:10pt;' >29</font><font style='font-family:Times New Roman;font-size:10pt;' >, 201</font><font style='font-family:Times New Roman;font-size:10pt;' >6</font><font style='font-family:Times New Roman;font-size:10pt;' >, </font><font style='font-family:Times New Roman;font-size:10pt;' >long-term borrowings decreased</font><font style='font-family:Times New Roman;font-size:10pt;' > by approximately</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >$</font><font style='font-family:Times New Roman;font-size:10pt;' >1.2</font><font style='font-family:Times New Roman;font-size:10pt;' > billion, net of issuances.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >This amount includes the issuance of $</font><font style='font-family:Times New Roman;font-size:10pt;' >3.5</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >billion of senior debt on April </font><font style='font-family:Times New Roman;font-size:10pt;' >21</font><font style='font-family:Times New Roman;font-size:10pt;' >, 2016.</font><font style='font-family:Times New Roman;font-size:10pt;' >&#160;</font></p></div> 12318000000 0.66 0.009 18954000000 13000000 12747000000 <div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Credit Losses on Lending Activities.</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:20.25pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Corporate</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Consumer</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Wholesale Real Estate</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:253.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:253.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Loan Losses.</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at December 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >166</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >225</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross charge-offs</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross recoveries</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Net recoveries/(charge-offs)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for (release of) loan losses(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >112</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other(2)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(7)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(7)</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at March 31, 2016</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >268</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >330</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Loan Losses by Impairment Methodology.</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >160</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >222</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >108</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >108</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total allowance for loan losses at March 31, 2016</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >268</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >330</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Loans Evaluated by Impairment Methodology(3).</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,499</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,174</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,762</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,816</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >75,251</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >627</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >645</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total loans evaluated at March 31, 2016</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,126</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,174</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,780</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,816</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >75,896</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Lending Commitments.</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at December 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >180</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >185</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for lending commitments(4)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at March 31, 2016</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >195</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >201</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:294pt;text-align:left;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Lending Commitments by Impairment Methodology.</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >184</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >190</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total allowance for lending commitments </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > at March 31, 2016</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >195</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >201</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:294pt;text-align:left;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Lending Commitments Evaluated by Impairment Methodology(3).</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >65,682</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,066</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >327</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >380</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71,455</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >136</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >136</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total lending commitments evaluated</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > at March 31, 2016</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >65,818</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,066</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >327</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >380</font></td><td style='width:9pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71,591</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Corporate</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Consumer</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Wholesale Real Estate</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:253.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:253.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Loan Losses.</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at December 31, 2014</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >118</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross recoveries</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Net recoveries/(charge-offs)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for loan losses(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other(2)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(11)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(11)</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at March 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >133</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >165</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Loan Losses by Impairment Methodology.</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >128</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >160</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total allowance for loan losses at March 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >133</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >165</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Loans Evaluated by Impairment Methodology(3).</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,096</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,372</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,833</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,265</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60,566</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >45</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total loan evaluated at March 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,121</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,372</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,853</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,265</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60,611</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:241.5pt;text-align:left;border-color:Black;min-width:241.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Lending Commitments.</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at December 31, 2014</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >147</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for lending commitments(4)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at March 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >182</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >185</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:294pt;text-align:left;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Allowance for Lending Commitments by Impairment Methodology.</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >182</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >185</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total allowance for lending commitments at</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:43.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > March 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >182</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >185</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:294pt;text-align:left;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Lending Commitments Evaluated by Impairment Methodology(3).</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Inherent</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >70,153</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,875</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >287</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >376</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >74,691</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Specific</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total lending commitments evaluated at</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:229.5pt;text-align:left;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > March 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >70,179</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,875</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >287</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >376</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >74,717</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_______________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1) The Company recorded provisions of $112</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $26 million for loan losses for the quarters ended March 31, 2016 and 2015, respectively.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2) Amount includes the impact related to the transfer to loans held for sale and </font><font style='font-family:Times New Roman;font-size:7.5pt;' >foreign currency translation adjustments.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3) Loan balances are gross of the allowance for loan losses, and lending commitments are gross of the allowance for lending commitments.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4) The Company recorded provisions of $16 million and $37 million for</font><font style='font-family:Times New Roman;font-size:7.5pt;' > commitments for the quarters ended March 31, 2016 and 2015, respectively.</font></p></div> 63966000000 2329000000 331715000000 0.62 492000000 0.42 0 2816000000 8000000 0.27 47774000000 4900000000 0 25000000 0 182000000 95676000000 10-Q 3867000000 0.42 8267000000 0 27000000 791000000 0.155 0 24600000000 203000000 697000000 0 26000000 1230000000 1315000000 25000 0.005 13000000 1359000000 5000000 0 87657000000 <div><table style='border-collapse:collapse;' ><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Commitments.</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:180pt;text-align:center;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:64.5pt;text-align:left;border-color:Black;min-width:64.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:180pt;text-align:center;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:64.5pt;text-align:left;border-color:Black;min-width:64.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:180pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Years to Maturity at March 31, 2016</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:64.5pt;text-align:left;border-color:Black;min-width:64.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:64.5pt;text-align:center;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > than&#160;1</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >1-3</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >3-5</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over&#160;5</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:64.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:253.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:253.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Letters of credit and other financial guarantees</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >obtained to satisfy collateral requirements </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >114</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >106</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:64.5pt;text-align:right;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >220</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment activities </font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >550</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >107</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >302</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >975</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate lending commitments(1)</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,000</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,758</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >47,655</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,315</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >93,728</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Consumer lending commitments</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,059</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,066</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Residential real estate lending commitments</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >83</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >241</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >430</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Wholesale real estate lending commitments</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >271</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >29</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >406</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Forward-starting reverse repurchase agreements and </font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:64.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >securities borrowing agreements(2)(3)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >48,472</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >48,472</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Underwriting commitments </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >148</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >148</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71,464</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,210</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >47,774</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,997</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:64.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149,445</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;line-height:6pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Due to the nature of the Company&#8217;s obligations under the commitments, these amounts include certain commitments participated to third parties of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >4.1</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(</font><font style='font-family:Times New Roman;font-size:7.5pt;' >2</font><font style='font-family:Times New Roman;font-size:7.5pt;' >)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > The Company enters into forward</font><font style='font-family:Times New Roman;font-size:7.5pt;' >-</font><font style='font-family:Times New Roman;font-size:7.5pt;' >starting reverse repurchase and securities borrowing </font><font style='font-family:Times New Roman;font-size:7.5pt;' >agreements that </font><font style='font-family:Times New Roman;font-size:7.5pt;' >primarily settle within three business days of the trade date, and of the total amount at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >41.6</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion settled within three business days.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > In addition, the Company </font><font style='font-family:Times New Roman;font-size:7.5pt;' >has a contingent </font><font style='font-family:Times New Roman;font-size:7.5pt;' >obligation to provide financing to a clearinghouse through which it clears certain transactions. The financing is required only upon the default of a clearinghouse member. The financing takes the form of a reverse repurchase facility, with a maximum amount</font><font style='font-family:Times New Roman;font-size:7.5pt;' > of approximately $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >2.2</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ></p></div> 1666000000 503000000 20662000000 <div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Derivative Assets </font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >at March 31, 2016</font></td></tr><tr style='height:12.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Notional</font></td></tr><tr style='height:17.25pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives designated as accounting</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges:</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,209</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,897</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,106</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >34,259</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >57,400</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >91,659</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,527</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,527</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives designated as </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > accounting hedges</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,236</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,897</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,133</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >35,786</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >57,400</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >93,186</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives not designated as accounting</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges(1):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >273,635</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >146,182</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >242</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >420,059</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,254,497</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,634,287</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,243,384</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11,132,168</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16,774</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,527</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20,301</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >535,066</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >157,290</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >692,356</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >72,794</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >423</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >76</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >73,293</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,900,339</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,915</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11,542</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,926,796</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >21,174</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23,356</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >44,530</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >288,517</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >259,466</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >547,983</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,786</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,832</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17,618</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >67,085</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >82,933</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >150,018</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,111</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,111</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives not designated </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > as accounting hedges </font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >398,182</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >150,132</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27,506</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >575,820</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,047,615</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,806,492</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,597,325</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,451,432</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total gross derivatives(2)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >401,418</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >153,029</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27,506</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >581,953</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,083,401</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,863,892</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,597,325</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,544,618</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts offset:</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Counterparty netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(314,379)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(149,342)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(24,456)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(488,177)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cash collateral netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(55,371)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,562)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(57,933)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivative assets at fair value</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > included in Trading assets</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >31,668</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,125</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,050</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >35,843</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts not offset(3):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Financial instruments collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(10,299)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(10,299)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other cash collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(13)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(13)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net exposure</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >21,356</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,125</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,050</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25,531</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Derivative Liabilities</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >at March 31, 2016</font></td></tr><tr style='height:12.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Notional</font></td></tr><tr style='height:18.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives designated as accounting</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges:</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >364</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >28</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >392</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8,267</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >783</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9,050</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives designated as </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >.</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > accounting hedges</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >364</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >28</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >392</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8,267</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >783</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9,050</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives not designated as accounting</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges(1):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >251,687</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >147,016</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >347</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >399,050</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,943,566</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,517,043</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >903,713</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10,364,322</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17,616</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,651</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >21,267</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >569,403</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >144,845</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >714,248</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >76,098</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >503</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >49</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >76,650</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,960,735</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >15,602</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,107</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,982,444</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23,973</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23,906</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >47,879</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >331,715</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >252,398</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >584,113</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11,240</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,499</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,739</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >62,976</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >65,323</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >128,299</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >116</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >116</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,858</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,858</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives not designated </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > as accounting hedges </font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >380,730</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151,170</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27,801</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >559,701</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,873,253</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,677,490</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,227,541</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,778,284</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total gross derivatives(2)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >381,094</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151,198</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27,801</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >560,093</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,881,520</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,678,273</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,227,541</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,787,334</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts offset:</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Counterparty netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(314,379)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(149,342)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(24,456)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(488,177)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cash collateral netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(36,868)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,651)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(38,519)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivative liabilities at fair value</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > included in Trading liabilities</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29,847</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >205</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,345</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33,397</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts not offset(3):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Financial instruments collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(8,368)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(308)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(8,676)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other cash collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(25)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(29)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net exposure</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >21,475</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >180</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,037</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24,692</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Derivative Assets</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >at December 31, 2015</font></td></tr><tr style='height:12.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Notional</font></td></tr><tr style='height:18.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives designated as accounting</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges:</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,825</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,442</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,267</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >36,999</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >35,362</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >72,361</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >166</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >167</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,996</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >167</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,163</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives designated as </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > accounting hedges</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,991</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,443</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,434</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >42,995</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >35,529</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >78,524</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives not designated as accounting</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges(4):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >220,289</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >101,276</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >212</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >321,777</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,348,002</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,748,525</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,218,645</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11,315,172</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19,310</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,609</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >22,919</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >585,731</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >139,301</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >725,032</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >64,438</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >295</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >55</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >64,788</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,907,290</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,402</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,715</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,928,407</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20,212</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20,077</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40,289</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >316,770</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >229,859</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >546,629</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,114</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,038</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17,152</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >67,449</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >82,313</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >149,762</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >219</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >219</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,684</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,684</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives not designated </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > as accounting hedges </font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >337,582</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >105,180</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24,382</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >467,144</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,230,926</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,901,228</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,538,532</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,670,686</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total gross derivatives(2)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >340,573</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >106,623</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24,382</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >471,578</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,273,921</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,936,757</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,538,532</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,749,210</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts offset:</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Counterparty netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(265,707)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(104,294)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(21,592)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(391,593)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cash collateral netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(50,335)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,037)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(51,372)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivative assets at fair value</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > included in Trading assets</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24,531</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,292</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,790</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >28,613</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts not offset(3):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Financial instruments collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9,190)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9,190)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other cash collateral </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net exposure</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >15,332</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,292</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,790</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19,414</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Derivative Liabilities</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >at December 31, 2015</font></td></tr><tr style='height:12.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Notional</font></td></tr><tr style='height:18.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives designated as accounting</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges:</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >250</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >270</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,560</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9,869</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,429</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >56</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >62</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,604</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >455</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,059</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives designated as </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > accounting hedges</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >76</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >256</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >332</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8,164</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10,324</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >18,488</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives not designated as accounting</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges(4):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >203,004</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >103,852</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >283</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >307,139</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,030,039</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,682,322</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,077,710</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10,790,071</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19,942</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,723</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23,665</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >562,027</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >131,388</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >693,415</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >65,034</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >232</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >22</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >65,288</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,868,015</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,322</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,655</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,883,992</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25,708</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20,424</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >46,132</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >332,734</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >229,266</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >562,000</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10,864</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,887</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,751</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >59,169</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >62,974</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >122,143</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,114</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,114</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives not designated </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > as accounting hedges</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >324,595</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >107,807</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24,616</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >457,018</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,856,098</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,827,032</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,372,605</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,055,735</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total gross derivatives(2)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >324,671</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >108,063</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24,616</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >457,350</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,864,262</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,837,356</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,372,605</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,074,223</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts offset:</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Counterparty netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(265,707)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(104,294)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(21,592)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(391,593)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cash collateral netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(33,332)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,951)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(36,283)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivative liabilities at fair value</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > included in Trading liabilities</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25,632</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >818</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,024</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29,474</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts not offset(3):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Financial instruments collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5,384)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(405)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5,789)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other cash collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net exposure</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20,243</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >818</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,619</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23,680</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Notional amounts include gross </font><font style='font-family:Times New Roman;font-size:7.5pt;' >notionals</font><font style='font-family:Times New Roman;font-size:7.5pt;' > related to open long and short futures contracts of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >967.4</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >399.2</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >895</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >371</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million is included in Customer and other receivables and Customer and other payables, res</font><font style='font-family:Times New Roman;font-size:7.5pt;' >pectively, in the condensed consolidated balance sheet. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts include $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >5.3</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of derivative assets and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >5.8</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of derivative liabilities at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >4.2</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of derivative assets and</font><font style='font-family:Times New Roman;font-size:7.5pt;' > $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >5.2</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of derivative liabilities at December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceabl</font><font style='font-family:Times New Roman;font-size:7.5pt;' >e.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts relate to master netting agreements and collateral agreements that have been determined by the Company to be legally enforceable in the event of default but where certain other criteria are not met in accordance with applicable offsetting ac</font><font style='font-family:Times New Roman;font-size:7.5pt;' >counting guidance.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Notional amounts include gross </font><font style='font-family:Times New Roman;font-size:7.5pt;' >notionals</font><font style='font-family:Times New Roman;font-size:7.5pt;' > related to open long and short futures contracts of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,009.5</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >653.0</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1</font><font style='font-family:Times New Roman;font-size:7.5pt;' >,145</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >437</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million is included in Customer and other receivables and Customer and other payables, respectively, in the condensed consolidated balance sheet. </font></p><p style='text-align:justify;line-height:12pt;' ></p></div> 25757000000 233000000 3645000000 0.56 2 0.69 24616000000 60206000000 47655000000 3388000000 0 8000000 5327000000 -1627000000 19000000 7953000000 0 481000000 105180000000 975000000 0 1847000000 115000000 926000000 154032000000 63000000 12600000000 91 83000000 -42386000000 85759000000 5677490000000 <div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='14' rowspan='1' style='width:485.25pt;text-align:left;border-color:Black;min-width:485.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Recurring Level 3 Fair Value Measurements Valuation Techniques and Sensitivity of Unobservable Inputs.</font></td></tr><tr style='height:9.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:36pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FFFFFF;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Balance at March 31, 2016</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Valuation Technique(s) /</font><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Significant Unobservable Input(s) /</font><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Sensitivity of the Fair Value to Changes </font><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >in the Unobservable Inputs</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Range(1)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Averages(2)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Assets at Fair Value</font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:59.25pt;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:132pt;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:72.75pt;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:72.75pt;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Trading assets:</font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:justify;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:justify;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:justify;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:132pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FF0000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Residential mortgage-backed</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:right;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >securities</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >292</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 79 points</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commercial mortgage-backed </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >securities</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >59</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 9 points</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1 point</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate bonds </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >224</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3 to 118 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >63 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5 to 10 times</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='1' rowspan='5' style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Collateralized debt and loan </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >obligations</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >348</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >55 to 100 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >66 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Correlation model:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit correlation / (B)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27% to 60%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >37%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Loans and lending commitments</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,185</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate loan model:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit spread / (C)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >323 to 989 bps</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >581 bps</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Margin loan model(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit spread / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >30 to 101 bps</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >74 bps</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19% to 53%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1% to 9%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable loan price / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >38 to 100 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >90 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Expected recovery:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Asset coverage / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >48% to 100%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >91%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Implied weighted average cost of capital / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6% to 7%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Capitalization rate / (C)(D)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4% to 10%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other debt</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >527</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable loan price / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4 to 87 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >65 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >At the money volatility / (C)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16% to 53%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >53%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Margin loan model(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1% to 2%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate equities</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >430</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable price / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >46% to 59%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >54%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net derivative and other contracts(4):</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >169</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility concentration </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >liquidity multiple / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2 times</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Foreign exchange </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >correlation / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25% to 56%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >42% / 43% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility skew / (A)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >31% to 116%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >66% / 66% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate quanto correlation / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-9% to 35%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5% / -7% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate curve correlation / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27% to 96%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >69% / 75% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Inflation volatility / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >58% to 60%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >59% / 59% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Inflation correlation / (A)(D)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-40% to 42%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-41% / -41% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(723)</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cash synthetic basis / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5 to 12 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 75 points</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Correlation model(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit correlation / (B)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29% to 90%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >42%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts(6) </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >126</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Foreign exchange correlation / </font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25% to 56%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >42% / 43% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange volatility skew / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-11% to 4%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0% / 0% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility skew / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >31% to 116%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >66% / 66% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate curve / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0% / 0% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts(6)</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,832)</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >At the money volatility / (A)(D) </font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7% to 86%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-5% to 0%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Equity correlation / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40% to 97%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >78%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Foreign exchange correlation / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-60% to -21%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-36%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Interest rate correlation / (C)(D)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-29% to 50%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17% / 8% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,200</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Forward power price / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$1 to $93 per</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$31 per</font></td></tr><tr style='height:8.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >megawatt hour</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >megawatt hour</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity volatility / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7% to 55%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cross commodity correlation / (C)(D)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% to 99%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >93%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Investments:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Principal investments</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >743</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Implied weighted average cost of capital / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12% to 17%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Exit multiple / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 to 14 times</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Market approach(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6 to 26 times</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Forward capacity price / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$5 to $9</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$7</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% to 100%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >81%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >179</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:center;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Implied weighted average cost of capital / (C)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Exit multiple / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13 times</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Market approach:</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)(D)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6 to 14 times</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Liabilities at Fair Value</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Securities sold under agreements </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >to repurchase</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Funding spread / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >104 to 130 bps</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >120 bps</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other secured financings </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >454</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow(3):</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4% to 14%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Funding spread / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >94 to 130 bps</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >112 bps</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Long-term borrowings </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,798</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model(3):</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >At the money volatility / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6% to 55%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >28%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-2% to 0%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Equity correlation / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40% to 97%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >73%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Foreign exchange correlation / (A)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-60% to -13%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-28%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility skew / (A)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25% to 50%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >38%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity volatility discount / (C)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10% to 20%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >15%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Foreign exchange correlation / </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:left;border-color:Black;min-width:72.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:132pt;text-align:left;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(A)(D)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25% to 56%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >42% / 43% (5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Correlation model:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit correlation / (B)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29% to 60%</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >42%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:141pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:141pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:8.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:justify;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FFFFFF;' ></font></td><td colspan='4' rowspan='1' style='width:160.5pt;text-align:center;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Valuation Technique(s) /</font></td><td style='width:74.25pt;text-align:left;border-color:Black;min-width:74.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:left;border-color:Black;min-width:73.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:justify;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FFFFFF;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:center;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Significant Unobservable Input(s) / </font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FFFFFF;' ></font></td><td style='width:74.25pt;text-align:left;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td><td style='width:73.5pt;text-align:left;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#FFFFFF;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:justify;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Balance at </font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FFFFFF;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:center;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' > Sensitivity of the Fair Value to Changes</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#FFFFFF;' ></font></td><td style='width:74.25pt;text-align:center;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:1.5pt;text-align:center;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:73.5pt;text-align:center;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:justify;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >December 31, 2015</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' > in the Unobservable Inputs</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Range(1)</font></td><td style='width:1.5pt;text-align:center;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Averages(2) </font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:74.25pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:73.5pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Assets at Fair Value</font></td><td style='width:4.5pt;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:61.5pt;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:1.5pt;text-align:center;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:12pt;text-align:center;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:12pt;text-align:center;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:135pt;text-align:center;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:1.5pt;text-align:center;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:74.25pt;text-align:center;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:1.5pt;text-align:center;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:73.5pt;text-align:center;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Trading assets:</font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:justify;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Residential mortgage-backed </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:right;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >securities</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >341</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:left;border-color:Black;min-width:74.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:left;border-color:Black;min-width:73.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 75 points</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >32 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commercial mortgage-backed </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >securities</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >72</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 9 points</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2 point</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate bonds </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >267</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3 to 119 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >90 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7 to 9 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Structured bond model:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >15%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >15%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Collateralized debt and loan</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:135pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:74.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:73.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >obligations</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >430</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:left;border-color:Black;min-width:74.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:left;border-color:Black;min-width:73.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >47 to 103 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >67 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Correlation model:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit correlation / (B)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >39% to 60%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >49%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Loans and lending commitments</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,936</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate loan model:</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit spread / (C)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >250 to 866 bps</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >531 bps</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Margin loan model(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit spread / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >62 to 499 bps</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >145 bps</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14% to 70%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1% to 4%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable loan price / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >35 to 100 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >88 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Implied weighted average cost of capital / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6% to 8%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Capitalization rate / (C)(D)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4% to 10%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other debt</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >448</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='1' rowspan='5' style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='1' rowspan='5' style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable loan price / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4 to 84 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >59 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >At the money volatility / (C)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16% to 53%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >53%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Margin loan model(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Corporate equities</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >433</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable price / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >50% to 80%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >72%</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Market approach:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9 times</font></td></tr><tr style='height:9pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net derivative and other contracts(4):</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >260</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility concentration </font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >liquidity multiple / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 3 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Foreign exchange </font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >correlation / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25% to 62%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% / 43%(5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility skew / (A)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29% to 82%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% / 40%(5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate quanto correlation / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-8% to 36%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5% / -6%(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate curve correlation / (C)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24% to 95%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >60% / 69%(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Inflation volatility / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >58%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >58% / 58%(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Inflation correlation / (A)(D)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-41% to -39%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-41% / -41%(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(844)</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='1' rowspan='4' style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='1' rowspan='4' style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cash synthetic basis / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5 to 12 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable bond price / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0 to 75 points</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24 points</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Correlation model(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit correlation / (B)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >39% to 97%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >57%</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts(6) </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >141</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate - Foreign exchange correlation </font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >/ (C)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25% to 62%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% / 43%(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility skew / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29% to 82%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% / 40 %(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate curve / (A)(D)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >0% / 0%(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts(6)</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,031)</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >At the money volatility / (A)(D) </font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16% to 65%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >32%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-3% to 0%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Equity correlation / (C)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40% to 99%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >71%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Foreign exchange correlation / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-60% to -11%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-39%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Interest rate correlation / (C)(D)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-29% to 50%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16% / 8%(5)</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,050</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Forward power price / (C)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$3 to $91 per</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$32 per</font></td></tr><tr style='height:8.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >megawatt hour</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >megawatt hour</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity volatility / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10% to 92%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >18%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cross commodity correlation / (C)(D)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% to 99%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >93%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Investments:</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Principal investments</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >486</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Implied weighted average cost of capital / (C)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Exit multiple / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 to 14 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Capitalization rate / (C)(D) </font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5% to 9%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity discount rate / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20% to 35%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >26%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Market approach(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8 to 20 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11 times</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Forward capacity price / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$5 to $9</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$7</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43% to 100%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >81%</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:105pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:105pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >221</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Implied weighted average cost of capital / (C)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Exit multiple / (A)(D)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13 times</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Market approach:</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >EBITDA multiple / (A)</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7 to 14 times</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >12 times</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing(3):</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Liabilities at Fair Value</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Securities sold under agreements </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:135pt;text-align:left;border-color:Black;min-width:135pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;text-align:left;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >to repurchase</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Funding spread / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >86 to 116 bps</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >105 bps</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other secured financings </font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >461</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (C)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow(3):</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discount rate / (C)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4% to 13%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4%</font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Discounted cash flow:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Funding spread / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >95 to 113 bps</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >104 bps</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:112.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:112.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Long-term borrowings </font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,987</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model(3):</font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >At the money volatility / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20% to 50%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Volatility skew / (A)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1% to 0%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-1%</font></td></tr><tr style='height:10.5pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Equity correlation / (A)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40% to 97%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >77%</font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity - Foreign exchange correlation / (C)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-70% to -11%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >-39%</font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Option model:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate volatility skew / (A)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >50%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >50%</font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity volatility discount / (A)(D)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10%</font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Correlation model:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit correlation / (B)</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40% to 60%</font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >52%</font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:159pt;text-align:left;border-color:Black;min-width:159pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable pricing:</font></td><td style='width:1.5pt;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:3.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:3.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:101.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:101.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:4.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:12pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:147pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:147pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Comparable equity price / (A)</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:left;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:74.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:74.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td><td style='width:1.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:1.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:73.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:73.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >100%</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >________________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >bps&#8212;Basis points.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >EBITDA&#8212;</font><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Earnings before interest, taxes, depreciation and amortization.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > The range of significant unobservable inputs is represented in points, percentages, basis points, times or megawatt hours.&#160;Points are a </font><font style='font-family:Times New Roman;font-size:7.5pt;' >percentage of par; for example, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >79</font><font style='font-family:Times New Roman;font-size:7.5pt;' > points would be </font><font style='font-family:Times New Roman;font-size:7.5pt;' >79</font><font style='font-family:Times New Roman;font-size:7.5pt;' >% of par. A basis point equals 1/100th of 1%; for example, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >989</font><font style='font-family:Times New Roman;font-size:7.5pt;' > bps would equal </font><font style='font-family:Times New Roman;font-size:7.5pt;' >9.89</font><font style='font-family:Times New Roman;font-size:7.5pt;' >%</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.&#160; </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts represent weighted averages except wh</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ere simple averages and the median of the inputs are provided (see footnote 5 below). Weighted averages are calculated by weighting each input by the fair value of the respective financial instruments except for collateralized debt and loan obligations, pr</font><font style='font-family:Times New Roman;font-size:7.5pt;' >incipal investments, other debt, corporate bonds, long-term borrowings and derivative instruments where some or all inputs are weighted by risk.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > This is the predominant valuation technique for this major asset or liability class.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Credit valuation a</font><font style='font-family:Times New Roman;font-size:7.5pt;' >djustments (&#8220;CVA&#8221;) and funding valuation adjustments (&#8220;FVA&#8221;)</font><font style='font-family:Calibri;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >are included in the balance but excluded from the Valuation Technique(s) and Significant Unobservable Input(s) in the table above. CVA is a Level 3 input when the underlying counterparty credit c</font><font style='font-family:Times New Roman;font-size:7.5pt;' >urve is unobservable. FVA is a Level 3 input in its entirety given the lack of observability of funding spreads in the principal market.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(5)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > The data structure of the significant unobservable inputs used in valuing interest rate contracts, foreign exchange</font><font style='font-family:Times New Roman;font-size:7.5pt;' > contracts and certain equity contracts may be in a multi-dimensional form, such as a curve or surface, with risk distributed across the structure. Therefore, a simple average and median, together with the range of data inputs, may be more appropriate mea</font><font style='font-family:Times New Roman;font-size:7.5pt;' >surements than a single point weighted average. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(6)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Includes derivative contracts with multiple risks (</font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >i.e.,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > hybrid products). </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;margin-left:0pt;' >Sensitivity of the fair value to changes in the unobservable inputs: </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(A)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Significant increase (decrease) in the unobserva</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ble input in isolation would result in a significantly higher (lower) fair value measurement. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(B)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Significant changes in credit correlation may result in a significantly higher or lower fair value measurement. Increasing (decreasing) correlation drives a </font><font style='font-family:Times New Roman;font-size:7.5pt;' >redistribution of risk within the capital structure such that junior tranches become less (more) risky and senior tranches become more (less) risky. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(C)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Significant increase (decrease) in the unobservable input in isolation would result in a significantly</font><font style='font-family:Times New Roman;font-size:7.5pt;' > lower (higher) fair value measurement. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(D)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > There are no predictable relationships between the significant unobservable inputs.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></p></div> 1000000 25885000000 -965000000 275000000 13015000000 287000000 1000000 646000000 28000000 78000000 21662000000 34000000000 72018000000 0 379000000 430000000 644000000 139301000000 31808000000 0.88 2000000 0 2038893979 140413000000 77645000000 0 279554000000 197000000 2834000000 380730000000 1262000000 56000000 2271000000 -7000000 0.0104 -0.03 0 0 5088000000 128083000000 0 0.9 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >9.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > Deposits.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Deposits. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:22.5pt;' ><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:316.5pt;text-align:left;border-color:Black;min-width:316.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:72pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31, 2016(1)</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >December 31, 2015(1)</font></td></tr><tr style='height:6.75pt;' ><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:316.5pt;text-align:left;border-color:Black;min-width:316.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:162pt;text-align:center;border-color:Black;min-width:162pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:339pt;text-align:justify;border-color:Black;min-width:339pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Savings and demand deposits</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >154,049</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >153,346</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:339pt;text-align:justify;border-color:Black;min-width:339pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Time deposits(2)</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,542</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,688</font></td></tr><tr style='height:13.5pt;' ><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:316.5pt;text-align:justify;border-color:Black;min-width:316.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total(3)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >157,591</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >156,034</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1</font><font style='font-family:Times New Roman;font-size:7.5pt;' >)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Total deposits subject to the FDIC insurance at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' > were $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >114</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >113</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion, respectively. Of the total time deposits subject to the FDIC insurance at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >15</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >14</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million, respectively, met or exceeded the FDIC insurance limit. &#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2) </font><font style='font-family:Times New Roman;font-size:7.5pt;' > Certain time deposit accounts are carried at fair value under the fair value option (see Note 3).</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > The Company&#8217;s deposits were primarily held in the U.S. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >I</font><font style='font-family:Times New Roman;font-size:10pt;' >nterest bearing deposits </font><font style='font-family:Times New Roman;font-size:10pt;' >at </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >included $</font><font style='font-family:Times New Roman;font-size:10pt;' >154,032</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >million of savings deposits payable upon demand and $</font><font style='font-family:Times New Roman;font-size:10pt;' >3,044</font><font style='font-family:Times New Roman;font-size:10pt;' > million of time deposits maturing in 2016, $</font><font style='font-family:Times New Roman;font-size:10pt;' >456</font><font style='font-family:Times New Roman;font-size:10pt;' > million of time deposits maturing in 2017 and $</font><font style='font-family:Times New Roman;font-size:10pt;' >10</font><font style='font-family:Times New Roman;font-size:10pt;' > million of time deposits maturin</font><font style='font-family:Times New Roman;font-size:10pt;' >g in 2018.</font></p></div> 106000000 27314000000 -1093000000 0 0 13361000000 225000000 31000000 310000000 1536000000 3525000000 1 354000000 2246000000 153346000000 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Financial Instruments Not Measured at Fair Value. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The tables below exclude certain </font><font style='font-family:Times New Roman;font-size:10pt;' >financial instruments such as equity method investments and all non-financial assets and liabilities such as the value of the long-term relationships with our deposit customers.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:264pt;text-align:left;border-color:Black;min-width:264pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:90.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:90.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:150pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value by Level</font></td></tr><tr style='height:12.75pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:264pt;text-align:left;border-color:Black;min-width:264pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Carrying Value</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > Fair Value </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 1</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 2</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 3</font></td></tr><tr style='height:21pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:264pt;text-align:left;border-color:Black;min-width:264pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:247.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:247.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:9pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Financial Assets:</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Cash and due from banks</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,797</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,797</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,797</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest bearing deposits with banks</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >30,841</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >30,841</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >30,841</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment securities&#8212;HTM securities</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,425</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,478</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,963</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,515</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >98,219</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >98,246</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >97,727</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >519</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities borrowed</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >140,413</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >140,416</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >140,314</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >102</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer and other receivables(1)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40,935</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40,823</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,227</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,596</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans(2) </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >88,802</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >89,831</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,858</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >67,973</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8212;Cash deposited with clearing organizations or </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:264pt;text-align:left;border-color:Black;min-width:264pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >segregated under federal and other regulations or requirements</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,808</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,808</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,808</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:264pt;text-align:left;border-color:Black;min-width:264pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Financial Liabilities: </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Deposits</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >156,944</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >158,238</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >158,238</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term borrowings</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >412</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >412</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >412</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40,612</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40,684</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38,701</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,983</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities loaned</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,140</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,160</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,160</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other secured financings</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,693</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,704</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,355</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,349</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer and other payables(1)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >191,137</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >191,137</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >191,137</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:270.75pt;text-align:left;border-color:Black;min-width:270.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-term borrowings</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >126,796</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >128,520</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >128,520</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td colspan='12' rowspan='1' style='width:519.75pt;text-align:left;background-color:#DBEEDD;border-color:Black;min-width:519.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td></tr><tr style='height:20.25pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:260.25pt;text-align:left;border-color:Black;min-width:260.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:90.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:90.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:148.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:148.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value by Level</font></td></tr><tr style='height:8.25pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:260.25pt;text-align:left;border-color:Black;min-width:260.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Carrying Value</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > Fair Value </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 1</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 2</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:47.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 3</font></td></tr><tr style='height:10.5pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:260.25pt;text-align:left;border-color:Black;min-width:260.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:246pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:246pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Financial Assets:</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Cash and due from banks</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,827</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,827</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,827</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest bearing deposits with banks</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,256</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,256</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,256</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment securities&#8212;HTM securities</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,244</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,188</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >998</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,190</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86,851</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86,837</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86,186</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >651</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities borrowed</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >142,416</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >142,414</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >142,266</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >148</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer and other receivables(1)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >41,676</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >41,576</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,752</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,824</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans(2) </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >85,759</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86,423</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,241</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >67,182</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8212;Cash deposited with clearing organizations or</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:260.25pt;text-align:left;border-color:Black;min-width:260.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >segregated under federal and other regulations or requirements</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,469</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,469</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,469</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:260.25pt;text-align:left;border-color:Black;min-width:260.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Financial Liabilities: </font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Deposits</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >155,909</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >156,163</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >156,163</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term borrowings</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >525</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >525</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >525</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,009</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,060</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,150</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,910</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities loaned</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,358</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,382</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,192</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >190</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other secured financings</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,610</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,610</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,333</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,277</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer and other payables(1)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >183,895</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >183,895</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >183,895</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td colspan='2' rowspan='1' style='width:267pt;text-align:left;border-color:Black;min-width:267pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Long-term borrowings</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >120,723</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >123,219</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >123,219</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:13.8pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >___________________</font></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:13.8pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >HTM&#8212;Held to maturity.</font></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:13.8pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1) </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Accrued interest, fees, and dividend</font><font style='font-family:Times New Roman;font-size:7.5pt;' > receivables and payables where carrying value approximates fair value have been excluded.</font></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:13.8pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2) Amounts include all loans measured at fair value on a non-recurring </font><font style='font-family:Times New Roman;font-size:7.5pt;' >basis.</font></p><p style='text-align:justify;line-height:12pt;' ></p></div> 5458000000 -2000000 -18000000 181000000 0 17372000000 203004000000 65323000000 0 4481000000 43000000 436000000 68167000000 15000000 2204000000 7603000000 -329000000 2897000000 0.16 522600000000 4000000 10000000 0 2790000000 234150000000 0.4 <div><table style='border-collapse:collapse;' ><tr style='height:10.5pt;' ><td colspan='1' rowspan='2' style='width:391.5pt;text-align:center;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;color:#FF0000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:100.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:100.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gains (Losses) Recognized in Interest Expense</font></td></tr><tr style='height:9.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:100.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:100.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:9.75pt;' ><td style='width:391.5pt;text-align:justify;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:100.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:100.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:391.5pt;text-align:justify;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Product Type</font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9pt;' ><td style='width:391.5pt;text-align:justify;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:100.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:100.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:391.5pt;text-align:left;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivatives</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,150</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >758</font></td></tr><tr style='height:12.75pt;' ><td style='width:391.5pt;text-align:left;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Borrowings</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2,289)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(843)</font></td></tr><tr style='height:13.5pt;' ><td style='width:391.5pt;text-align:left;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(139)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(85)</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Gains (Losses) on </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Derivatives Designated as</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > Net Investment Hedges.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:21pt;text-align:left;border-color:Black;min-width:21pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:363.75pt;text-align:left;border-color:Black;min-width:363.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:108pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gains (Losses) Recognized in </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >OCI&#160;(effective&#160;portion)</font></td></tr><tr style='height:15pt;' ><td style='width:21pt;text-align:left;border-color:Black;min-width:21pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:363.75pt;text-align:left;border-color:Black;min-width:363.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:108pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended March 31,</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:384.75pt;text-align:left;border-color:Black;min-width:384.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Product Type</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9pt;' ><td style='width:21pt;text-align:left;border-color:Black;min-width:21pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:363.75pt;text-align:left;border-color:Black;min-width:363.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:108pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:384.75pt;text-align:left;border-color:Black;min-width:384.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Foreign exchange contracts(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(224)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >262</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Losses of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >20</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >44</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million related to the forward points on the hedging instruments were excluded from hedge effectiveness testing and recognized in Interest income during the quarters ended </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > respectively. </font></p><p style='text-align:justify;line-height:12pt;' ></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Gains (Losses) on Trading Instruments.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The table below summarizes gains and losses included in Trading revenues in the </font><font style='font-family:Times New Roman;font-size:10pt;' >condensed </font><font style='font-family:Times New Roman;font-size:10pt;' >consolidated statement</font><font style='font-family:Times New Roman;font-size:10pt;' >s</font><font style='font-family:Times New Roman;font-size:10pt;' > of income from trading activities. These activities include revenues related to d</font><font style='font-family:Times New Roman;font-size:10pt;' >erivative and non-derivative financial instruments. The Company generally utilizes financial instruments across a variety of product types in connection with their market-making and related risk management strategies. Accordingly, the trading revenues pres</font><font style='font-family:Times New Roman;font-size:10pt;' >ented below are not representative of the manner in which the Company manages its business activities and are prepared in a manner similar to the presentation of trading revenues for regulatory reporting purposes.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:10.5pt;' ><td style='width:25.5pt;text-align:left;border-color:Black;min-width:25.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gains (Losses) Recognized in </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Trading Revenues</font></td></tr><tr style='height:10.5pt;' ><td style='width:25.5pt;text-align:left;border-color:Black;min-width:25.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:10.5pt;' ><td style='width:25.5pt;text-align:left;border-color:Black;min-width:25.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:justify;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Product Type</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9pt;' ><td style='width:25.5pt;text-align:justify;border-color:Black;min-width:25.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:344.25pt;text-align:justify;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:left;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest rate contracts</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >306</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >570</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:left;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Foreign exchange contracts</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >237</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >345</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:left;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Equity security and index contracts(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,330</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,595</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:left;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commodity and other contracts(2)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(144)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >676</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:left;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Credit contracts</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >336</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >339</font></td></tr><tr style='height:12.75pt;' ><td style='width:25.5pt;text-align:left;border-color:Black;min-width:25.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Subtotal</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,065</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,525</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:left;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Debt valuation adjustments(3)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >125</font></td></tr><tr style='height:13.5pt;' ><td style='width:25.5pt;text-align:left;border-color:Black;min-width:25.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total trading revenue</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,065</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,650</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Dividend income is included within equity security and index contracts.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Other contracts represent contracts not reported as interest rate, foreign exchange, equity security and index or credit contracts.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >In accordance with the early adoption of a </font><font style='font-family:Times New Roman;font-size:7.5pt;' >provision of the </font><font style='font-family:Times New Roman;font-size:7.5pt;' >accounting update </font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >Recognition and Measurement of Financial Assets and Financial Liabilities</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, unrealized DVA gains (losses) in the quarter ended </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > are recorded within OCI in the c</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ondensed consolidated statements of comprehensive income. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >In the quarter ended</font><font style='font-family:Times New Roman;font-size:7.5pt;' > March 31, 2015, the DVA gains (losses) were recorded within Trading revenues in the condensed consolidated statements of income. See Notes 2 and 14 for further information.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p></div> 408000000 0.1 0 0.54 55000000 0 5000000 0 685167000000 0 151000000 0 0 1864000000 -0.13 380443000000 102311000000 -3000000 107000000 0.24 128000000 0 147000000 17984000000 14881000000 323000000 30000000 86000000 0 19000000 1538532000000 639000000 1812000000 735000000 1227541000000 251687000000 1000000000 323000000 0.08 1000000 274000000 0.97 0 200000000 21528000000 34916000000 10299000000 -220000000 0 -831000000 80827000000 45000000 0.4 0 77000000 0 1195000000 28613000000 52658000000 109000000 850000000 8000000 2468000000 74940000000 71731000000 32000000 203000000 277000000 145000000 689000000 13 271000000 715000000 631000000 0 22930000000 -7000000 545000000 34351000000 28613000000 308301000000 32276000000 0.07 0 0 1504000000 0.0499 12 630000000 20000000 -2386000000 9223000000 2146000000 911000000 306000000 0.93 246000000 27801000000 2804000000 7000000 26000000 -0.01 98000000 2016-03-31 3840000000 67000000 10864000000 533692000000 7 2991000000 78000000 0.16 0 5384000000 327000000 18088000000 785000000 6107000000 79434000000 555000000 0 3832000000 1000000 2000000 0 -132000000 1000000 127000000 214631000000 1557000000 38249000000 656000000 18000000 63000000 2314000000 29847000000 0.27 5265000000 0 14596000000 0.43 35786000000 P12Y 23906000000 399000000 16849000000 1768000000 1243384000000 0.045 11801000000 7148000000 1000000000 197000000 52000000 1939000000 0.25 0.02 2016 38000000 66115000000 70179000000 <div><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:-0.0500000000000007pt;' >19</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Segment and Geographic Information</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Segment Information. </font></p><p style='text-align:justify;margin-top:7.5pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a discussion about the Company&#8217;s business segments, see Note 21 to the consolidated financial statements in the 2015 Form 10-K. </font></p><p style='text-align:justify;margin-top:7.5pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Selected Financial Information. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:285.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:285.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended March 31, 2016</font></td></tr><tr style='height:21.75pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Institutional Securities(1)</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >&#160;Wealth Management</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Investment Management</font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Intersegment Eliminations</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:3pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:168.75pt;text-align:left;border-color:Black;min-width:168.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:48pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:54pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:54pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:48pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:45pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:168.75pt;text-align:justify;border-color:Black;min-width:168.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='10' rowspan='1' style='width:294.75pt;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total non-interest revenues(2)(3)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,645</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,837</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >478</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(67)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,893</font></td></tr><tr style='height:17.25pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:center;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest income</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,053</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >914</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(221)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,747</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:center;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest expense</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >984</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >83</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(221)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >848</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:233.25pt;text-align:center;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net interest</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >69</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >831</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >899</font></td></tr><tr style='height:15pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net revenues</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,714</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,668</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >477</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(67)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,792</font></td></tr><tr style='height:3pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations before income</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:233.25pt;text-align:center;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >taxes</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >908</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >786</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,738</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for income taxes</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >275</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >293</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >578</font></td></tr><tr style='height:13.5pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >633</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >493</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,160</font></td></tr><tr style='height:3.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:168.75pt;text-align:left;border-color:Black;min-width:168.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Discontinued operations:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:233.25pt;text-align:left;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations before </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >income taxes</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:233.25pt;text-align:left;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for (benefit from) income taxes</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:222pt;text-align:left;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >630</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >493</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,157</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:233.25pt;text-align:left;border-color:Black;min-width:233.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income (loss) applicable to noncontrolling interests</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(16)</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23</font></td></tr><tr style='height:12pt;' ><td colspan='7' rowspan='1' style='width:244.5pt;text-align:left;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income applicable to Morgan Stanley</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >591</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >493</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >50</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,134</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:285pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:285pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended March 31, 2015</font></td></tr><tr style='height:20.25pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Institutional Securities</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >&#160;Wealth Management</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Investment Management</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Intersegment Eliminations</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:3pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:46.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:54.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:54.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:48pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:45pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:169.5pt;text-align:justify;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='10' rowspan='1' style='width:294pt;text-align:center;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total non-interest revenues(2)(3)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,546</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,145</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >674</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(54)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,311</font></td></tr><tr style='height:17.25pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:center;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest income</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >870</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >737</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(124)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,484</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:center;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest expense</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >958</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >48</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(124)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >888</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:234pt;text-align:center;border-color:Black;min-width:234pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net interest</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(88)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >689</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >596</font></td></tr><tr style='height:15pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:222.75pt;text-align:center;border-color:Black;min-width:222.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net revenues</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,458</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,834</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >669</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(54)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,907</font></td></tr><tr style='height:13.5pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations before income</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:234pt;text-align:left;border-color:Black;min-width:234pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >taxes</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,813</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >855</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >187</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,855</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for income taxes(4)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >320</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >61</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >387</font></td></tr><tr style='height:13.5pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,807</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >535</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >126</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,468</font></td></tr><tr style='height:3.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Discontinued operations:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:234pt;text-align:left;border-color:Black;min-width:234pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations before</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:222.75pt;text-align:center;border-color:Black;min-width:222.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >income taxes</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(8)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(8)</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:234pt;text-align:left;border-color:Black;min-width:234pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Provision for (benefit from) income taxes</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:222.75pt;text-align:left;border-color:Black;min-width:222.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td></tr><tr style='height:12.75pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,802</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >535</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >126</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,463</font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:234pt;text-align:left;border-color:Black;min-width:234pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income applicable to noncontrolling interests</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:46.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >69</font></td></tr><tr style='height:12pt;' ><td colspan='7' rowspan='1' style='width:245.25pt;text-align:left;border-color:Black;min-width:245.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income applicable to Morgan Stanley</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:46.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:46.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,750</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >535</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,394</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1) In accordance with the early adoption of a provision of the accounting update </font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >Recognition and Measurement of Financial Assets and Financial Liabilities</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, unrealized DVA gains (losses) in the quarter ended March 31, 2016 are recorded within OCI in </font><font style='font-family:Times New Roman;font-size:7.5pt;' >the condensed consolidated statements of comprehensive income. See Notes 2 and 14 for further information.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2) In certain management fee arrangements, the Company is entitled to receive performance-based fees (also referred to as incentive fees and inclu</font><font style='font-family:Times New Roman;font-size:7.5pt;' >des carried interest) when the return on assets under management exceeds certain benchmark returns or other performance targets. In such arrangements, performance fee revenues are accrued (or reversed) quarterly based on measuring account/fund performance </font><font style='font-family:Times New Roman;font-size:7.5pt;' >to date versus the performance benchmark stated in the investment management agreement. The Company&#8217;s portion of unrealized cumulative amount of performance-based fee revenue (for which the Company is not obligated to pay compensation) at risk of reversing</font><font style='font-family:Times New Roman;font-size:7.5pt;' > if fund performance falls below stated investment management agreement benchmarks was approximately $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >422</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million at both </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and December 31, 2015. See </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Note 11</font><font style='font-family:Times New Roman;font-size:7.5pt;' > for information regarding general partner guarantees, which include potenti</font><font style='font-family:Times New Roman;font-size:7.5pt;' >al obligations to return performance fee distributions previously received. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3) The Company waiv</font><font style='font-family:Times New Roman;font-size:7.5pt;' >es </font><font style='font-family:Times New Roman;font-size:7.5pt;' >a portion of its fees </font><font style='font-family:Times New Roman;font-size:7.5pt;' >from</font><font style='font-family:Times New Roman;font-size:7.5pt;' > certain registered money market funds that comply with the requirements of Rule 2a-7 of the Investment Company Act of 1940. The</font><font style='font-family:Times New Roman;font-size:7.5pt;' >se fee waivers resulted in a reduction of fees of approximately $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >23</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >50</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million, respectively, for the quarters ended March 31, 2016 and 2015. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4</font><font style='font-family:Times New Roman;font-size:7.5pt;' >)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >The Company&#8217;s effective tax rate from continuing operations for the </font><font style='font-family:Times New Roman;font-size:7.5pt;' >quarter ended </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > 20</font><font style='font-family:Times New Roman;font-size:7.5pt;' >15 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >include</font><font style='font-family:Times New Roman;font-size:7.5pt;' >d a net discrete tax benefit of </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >564</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >within Institutional Securities</font><font style='font-family:Times New Roman;font-size:7.5pt;' > (see Note 18).</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Total Assets by Business Segment</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:16.5pt;' ><td style='width:218.25pt;text-align:justify;border-color:Black;min-width:218.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:63.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:63.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Institutional Securities</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:63.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:63.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >&#160;Wealth Management</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Investment Management</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Total(1)</font></td></tr><tr style='height:2.25pt;' ><td style='width:218.25pt;text-align:left;border-color:Black;min-width:218.25pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:63.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:63.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:63.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:63.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:66.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:57pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:218.25pt;text-align:justify;border-color:Black;min-width:218.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:278.25pt;text-align:center;border-color:Black;min-width:278.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:16.5pt;' ><td style='width:218.25pt;text-align:left;border-color:Black;min-width:218.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >At March 31, 2016</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63.75pt;text-align:right;border-color:Black;min-width:63.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >621,644</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63.75pt;text-align:right;border-color:Black;min-width:63.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >181,087</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,766</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >807,497</font></td></tr><tr style='height:16.5pt;' ><td style='width:218.25pt;text-align:left;border-color:Black;min-width:218.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >At December 31, 2015</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63.75pt;text-align:right;border-color:Black;min-width:63.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >602,714</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63.75pt;text-align:right;border-color:Black;min-width:63.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >179,708</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,043</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >787,465</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Corporate assets have been fully allocated to the business segments.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Geographic Information. </font></p><p style='text-align:justify;margin-top:4.5pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a discussion about the Company&#8217;s geographic net revenues, see Note 21 to the consolidated financial statements in the 2015 Form 10-K. </font></p><p style='text-align:justify;margin-top:7.5pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Net Revenues by Region. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td style='width:19.5pt;text-align:left;border-color:Black;min-width:19.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:332.25pt;text-align:left;border-color:Black;min-width:332.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:10.5pt;' ><td style='width:19.5pt;text-align:left;border-color:Black;min-width:19.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:332.25pt;text-align:left;border-color:Black;min-width:332.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:7.5pt;' ><td colspan='2' rowspan='1' style='width:351.75pt;text-align:left;border-color:Black;min-width:351.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:7.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:8.25pt;' ><td style='width:19.5pt;text-align:justify;border-color:Black;min-width:19.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:332.25pt;text-align:left;border-color:Black;min-width:332.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars&#160;in&#160;millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:351.75pt;text-align:left;border-color:Black;min-width:351.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Americas</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,752</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,930</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:351.75pt;text-align:left;border-color:Black;min-width:351.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >EMEA</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,129</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,762</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:351.75pt;text-align:left;border-color:Black;min-width:351.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Asia-Pacific</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >911</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,215</font></td></tr><tr style='height:13.5pt;' ><td style='width:19.5pt;text-align:left;border-color:Black;min-width:19.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:332.25pt;text-align:left;border-color:Black;min-width:332.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net revenues </font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,792</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,907</font></td></tr></table></div> 0 0 58514000000 34259000000 1186070000000 508000000 0 570000000 18954000000 60000000 -2000000 0 69025000000 4807000000 127442000000 1136000000 143000000 0 1100000000 2200000000 332000000 807497000000 1 2689000000 6000000 818000000 500000000 165000000 5684000000 3982000000 5045000000 0 1012000000 0 1227541000000 0 1055000000 783000000 756000000 1948000000 25000 1100000000 149000000 45000000 -5000000 9190000000 231000000 22797000000 264000000 0.05 53712000000 0.05 44000000 24456000000 0.07 478000000 52000000000 -0.6 7762000000 55624000000 10000000 1202000000 5863892000000 16624000000 84749000000 1868015000000 9748000000 4604000000 39000000 91000000 656000000 5023000000 MORGAN STANLEY 76098000000 136000000 0.03 0 621644000000 2897000000 1 4858000000 97000000 8471000000 15211000000 405361000000 674000000 31668000000 0 1762000000 13183000000 -20000000 4323000000 9464000000 2409000000 1093000000 8811000000 1853000000 10000000 -3811000000 602714000000 0 13 141000000 0.97 65682000000 98100000000 0 10000000 71591000000 1490000000 2562000000 831000000 0 12000000 387777000000 108063000000 24531000000 314379000000 376000000 4000000 <div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='14' rowspan='1' style='width:501pt;text-align:left;border-color:Black;min-width:501pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Impaired and Past Due Loans Held for Investment.</font></td></tr><tr style='height:12.75pt;' ><td colspan='14' rowspan='1' style='width:501pt;text-align:left;border-color:Black;min-width:501pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:150.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:150.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:19.5pt;' ><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Loans by Product Type</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Corporate</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Corporate</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Real Estate</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='12' rowspan='1' style='width:315pt;text-align:center;border-color:Black;min-width:315pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Impaired loans with allowance</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >245</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >245</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Impaired loans without allowance(1)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >382</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >400</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >89</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >106</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Impaired loans unpaid principal balance</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >636</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >656</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >130</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Past due 90 days loans and on nonaccrual</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, no allowance was outstanding for these loans as the present value of the expected future cash flows (or,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > alternatively, the observable market price of the loan or the fair value of the collateral held) equaled or exceeded the carrying value.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:161.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:161.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:19.5pt;' ><td colspan='2' rowspan='1' style='width:175.5pt;text-align:left;border-color:Black;min-width:175.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Loans by Region</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Americas</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >EMEA</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Asia-Pacific</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Americas</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >EMEA</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Asia-Pacific</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:35.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12pt;' ><td style='width:24.75pt;text-align:left;border-color:Black;min-width:24.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='16' rowspan='1' style='width:336pt;text-align:center;border-color:Black;min-width:336pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:175.5pt;text-align:left;border-color:Black;min-width:175.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Impaired loans</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >572</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >50</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >645</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >108</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >145</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:175.5pt;text-align:left;border-color:Black;min-width:175.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Past due 90 days loans and on nonaccrual</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:175.5pt;text-align:left;border-color:Black;min-width:175.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Allowance for loan losses</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >261</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >43</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >330</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >183</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:35.25pt;text-align:right;border-color:Black;min-width:35.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >225</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >EMEA&#8212;Europe, Middle East and Africa. </font></p></div> 52389000000 0 0 17354000000 262000000 0.95 36000000 0.0062 23000000 126000000 136000000 -42386000000 44000000 1454000000 5907000000 59013000000 63896000000 18455000000 0 15845000000 0.29 3930000000 22440000000 0 0.6 -0.06 0.52 -0.29 Yes 2825000000 1.18 7 3000000000 14000000 44625000000 19683000000 0 2000000 0.9 50272000000 0.04 792268000000 39000000 415000000 <div><table style='border-collapse:collapse;' ><tr style='height:9.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:297pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:297pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:93.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:93.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Less than 12 Months </font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:90pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:90pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >12 Months or Longer</font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:92.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:92.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:30pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='12' rowspan='1' style='width:304.5pt;text-align:center;border-color:Black;min-width:304.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS debt securities:</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:37.5pt;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:40.5pt;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:213pt;text-align:left;border-color:Black;min-width:213pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:37.5pt;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:40.5pt;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,812</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,812</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,385</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,518</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,903</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:center;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,197</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,518</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,715</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:213pt;text-align:left;border-color:Black;min-width:213pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commercial mortgage-backed securities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Agency</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >328</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,206</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,534</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-agency</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >440</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >656</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,096</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Auto loan asset-backed securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,003</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >227</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,230</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate bonds</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >461</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >388</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >849</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Collateralized loan obligations</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >492</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >492</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >FFELP student loan asset-backed securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,678</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >51</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,661</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >76</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,339</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >127</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:center;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total corporate and other debt</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,910</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >57</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,630</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >140</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,540</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >197</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS debt securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,107</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >70</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,148</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >163</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,255</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >233</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS equity securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,117</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >76</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,148</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >163</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,265</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >239</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >HTM securities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:213pt;text-align:left;border-color:Black;min-width:213pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >777</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >393</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,170</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total HTM securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >777</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >393</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,170</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:left;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total Investment securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,894</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,541</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >163</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,435</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >240</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:9.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:294pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:91.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Less than 12 Months </font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:90pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:90pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >12 Months or Longer</font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:91.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:30pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='12' rowspan='1' style='width:301.5pt;text-align:center;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS debt securities:</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42.75pt;text-align:center;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:38.25pt;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:38.25pt;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:38.25pt;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:213pt;text-align:left;border-color:Black;min-width:213pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42.75pt;text-align:center;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:38.25pt;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:38.25pt;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:38.25pt;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,994</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >126</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,177</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >28,171</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,242</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >135</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >639</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,881</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >156</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:center;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40,236</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >261</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,816</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >43,052</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >299</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:213pt;text-align:left;border-color:Black;min-width:213pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commercial mortgage-backed securities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Agency</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,185</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >422</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,607</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-agency</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,479</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >305</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,784</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Auto loan asset-backed securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,644</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >881</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,525</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate bonds</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,149</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >525</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,674</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >30</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Collateralized loan obligations</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >352</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >495</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >FFELP student loan asset-backed securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,558</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >79</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >929</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,487</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >115</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:center;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total corporate and other debt</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,367</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >175</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,205</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,572</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >246</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS debt securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >49,603</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >436</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,021</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >55,624</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >545</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS equity securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >49,610</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >444</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,021</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >55,631</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >553</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >HTM securities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:213pt;text-align:left;border-color:Black;min-width:213pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >898</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >898</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,677</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,677</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total HTM securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,575</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,575</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:left;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total Investment securities</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >54,185</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >481</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,021</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60,206</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >590</font></td></tr></table></div> 0.16 2678000000 345000000 Q1 4020000000 5789000000 5000000 40612000000 17140000000 86423000000 0 797000000 17886000000 1029000000 59000000 0 22258000000 9000000 0 65350000000 -217000000 45000000 8000000 0 36008000000 463000000 6000000 0.27 199688000000 4138000000 0 402000000 181087000000 420806000000 43000000 9020000000 8000000 77592000000 15000000 13855000000 0 21000000 22000000 614900000000 0.04 9425000000 885000000 1000000 109136000000 0 444000000 0 140416000000 20610000000 9506000000 40000000 7935000000 142416000000 41676000000 0 0 267000000 2711000000 426165000000 735000000 2925000000 0 2000000 3012000000 831000000 1000000 -133000000 12000000 10000000 0.065 0 0 0 14000000 457000000 436000000 38000000 5000000 15000000 829000000 8000000 4000000 11000000 1500000000 0.16 1962996441 860000000 3609000000 9478000000 0.46 7047615000000 3542000000 37000000 14353000000 0 63000000 0 167000000 13786000000 20963000000 1977000000 0.43 3 43052000000 0 0.0866 5751000000 0 1443000000 0 2111000000 786000000 31000000 380443000000 0.05 0 0.4 47000000 48274000000 0 5000000 160000000 0 -5000000 0 -0.02 2173000000 465000000 0.33 0 104000000 98774000000 241000000 1960735000000 1756000000 45859000000 121136000000 1648000000 546110000000 1920024027 89132000000 0 382000000 0 268713000000 4654000000 -13055000000 71000000 15295000000 -44000000 4984000000 19316000000 4038000000 <div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:255.75pt;text-align:justify;border-color:Black;min-width:255.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:109.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:109.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:114.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:114.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:11.25pt;' ><td style='width:255.75pt;text-align:justify;border-color:Black;min-width:255.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Assets</font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liabilities</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Assets</font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liabilities</font></td></tr><tr style='height:12.75pt;' ><td style='width:255.75pt;text-align:justify;border-color:Black;min-width:255.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:234.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:255.75pt;text-align:left;border-color:Black;min-width:255.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Failed sales</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >392</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >392</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >400</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >400</font></td></tr></table></div> 0 425000000 20000000 0.6 441000000 44000000 86851000000 34150000000 1910000000 0 0 1358000000 20000000 6517000000 7000000 0.013 0.0989 1357000000 59409000000 908000000 1000000 3359000000 143284000000 477187000000 806000000 0 0.86 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Proceeds </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >f</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >rom New Securitization Transactions an</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >d Retained Interests in Securitization Transactions</font><font style='font-family:Times New Roman;font-size:10pt;' >. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:96pt;text-align:center;border-color:Black;min-width:96pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:11.25pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:96pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:96pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:11.25pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9.75pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:96pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:96pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:388.5pt;text-align:left;border-color:Black;min-width:388.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Proceeds received from new securitization</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >transactions</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,713</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,891</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:388.5pt;text-align:left;border-color:Black;min-width:388.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Proceeds from retained interests</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >in securitization transactions</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >631</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >948</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Proceeds from </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Sale</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >s</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >to CLO Entities </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Sponsored by Non-Affiliates</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:96pt;text-align:center;border-color:Black;min-width:96pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:11.25pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:96pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:96pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:11.25pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9.75pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:96pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:96pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:388.5pt;text-align:left;border-color:Black;min-width:388.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Proceeds from sale of corporate loans</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:17.25pt;text-align:left;border-color:Black;min-width:17.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:371.25pt;text-align:left;border-color:Black;min-width:371.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >sold to those SPEs</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31</font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >345</font></td></tr></table></div> 184479000000 3000000 298000000000 59403000000 0 4692000000 5546000000 19781000000 0 2038893979 22000000 36360000000 <div><table style='border-collapse:collapse;' ><tr style='height:14.25pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:210pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:210pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential Mortgage Loans</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Commercial Mortgage Loans</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >U.S. Agency Collateralized Mortgage Obligations</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Credit-Linked Notes and&#160;</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Other(1) </font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:210pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:210pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >SPE assets (unpaid principal balance)(2) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,705</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >55,403</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,631</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,061</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Retained interests (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >85</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >539</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >82</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >96</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,137</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total retained interests (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >82</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >181</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >539</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,137</font></td></tr><tr style='height:18.75pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interests purchased in the secondary market (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >47</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total interests purchased in the secondary market (fair&#160;value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >47</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td></tr><tr style='height:18pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative assets (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >316</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >231</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative liabilities (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >465</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:14.25pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:210pt;text-align:center;border-color:Black;min-width:210pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:14.25pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:210pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:210pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Residential Mortgage Loans</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Commercial Mortgage Loans</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >U.S. Agency Collateralized Mortgage Obligations</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Credit-Linked Notes and&#160;</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Other(1) </font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:210pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:210pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >SPE assets (unpaid principal balance)(2) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,440</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72,760</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,978</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,235</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Retained interests (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >238</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >649</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >160</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,136</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total retained interests (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >160</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >301</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >649</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,136</font></td></tr><tr style='height:18.75pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interests purchased in the secondary market (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >88</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >99</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:276.75pt;text-align:left;border-color:Black;min-width:276.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total interests purchased in the secondary market (fair&#160;value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >151</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >99</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td></tr><tr style='height:18pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative assets (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >343</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >151</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative liabilities (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >449</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts i</font><font style='font-family:Times New Roman;font-size:7.5pt;' >nclude CLO transactions managed by unrelated third parties.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(</font><font style='font-family:Times New Roman;font-size:7.5pt;' >2</font><font style='font-family:Times New Roman;font-size:7.5pt;' >)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts include assets transferred by unrelated transferors. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;margin-left:0pt;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:189pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:189pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level&#160;1</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level&#160;2</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level&#160;3</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:11.25pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:189pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:189pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Retained interests (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >624</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >624</font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,299</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,315</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total retained interests (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >640</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,299</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,939</font></td></tr><tr style='height:20.25pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interests purchased in the secondary market (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >97</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >97</font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >84</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >104</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total interests purchased in the secondary market (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >181</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >201</font></td></tr><tr style='height:22.5pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative assets (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >508</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >547</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative liabilities (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >76</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >389</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >465</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:40.5pt;text-align:left;border-color:Black;min-width:40.5pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:40.5pt;text-align:left;border-color:Black;min-width:40.5pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:40.5pt;text-align:left;border-color:Black;min-width:40.5pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:40.5pt;text-align:left;border-color:Black;min-width:40.5pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:189pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:189pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level&#160;1</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level&#160;2</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level&#160;3</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:11.25pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:189pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:189pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Retained interests (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:justify;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >886</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >887</font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,342</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,359</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total retained interests (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >903</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,343</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,246</font></td></tr><tr style='height:20.25pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interests purchased in the secondary market (fair value):</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >187</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >187</font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:282.75pt;text-align:left;border-color:Black;min-width:282.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >112</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >133</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total interests purchased in the secondary market (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >299</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >320</font></td></tr><tr style='height:22.5pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative assets (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >466</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >28</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >494</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative liabilities (fair value) </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >110</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >339</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >449</font></td></tr></table></div> 7520000000 572000000 5194000000 1914840943 0.017 9367000000 376000000 77969000000 66759000000 0 2173000000 -445000000 25708000000 1 44000000 193000000 51973000000 488177000000 22797000000 525000000 0 102000000 0 8000000 0 0 15000000 1330000000 -55562000000 4366000000 10582000000 68037000000 0 214631000000 6542000000 0 4997000000 8000000 519882000000 2674000000 4522000000 77175000000 590000000 17000000 -7000000 0 3037000000 6 3145000000 0.109 36868000000 3834000000 2951000000 1125000000 469000000 399000000 259466000000 27506000000 2515000000 1373000000 1300000000 1134000000 503000000 27000000 47000000 127000000 345000000 16833000000 17840000000 0.174 0.01 0 70153000000 0.55 0 2000000 11000000 0.6 3000000 36692000000 0 0 13148000000 287000000 300000000 4254497000000 21705000000 0.06 5000000 4100000000 20828000000 1367000000 461000000 2150000000 273635000000 0 728928000000 1945000000 2525000000 0 402123000000 108000000 63000000 0 8458000000 4487000000 0.019 -0.09 -0.41 -3000000 2909000000 1597325000000 27801000000 2000000 4683000000 0.0086 0 18000000 149342000000 49603000000 0 495000000 0 0.059 1185000000 23428000000 4114000000 107807000000 3000000 3359000000 -0.01 9384000000 94000000 52000000 415900000000 645000000 2146000000 20 0 697000000 104294000000 3888000000 1.16 -5000000 0.1 1534000000 16515000000 21096000000 0 5043000000 -1980000000 308000000 54083000000 -1266000000 0 71000000 37000000 24692000000 2266000000 88802000000 6610000000 86186000000 0 183895000000 4143000000 0 1831000000 149000000 22000000 2837000000 162000000 25000000 138777000000 35285000000 0 36000000 9248000000 6816000000 4660000000 1802000000 1000000 3875000000 80000000 302000000 1344000000 67269000000 777000000 0 22919000000 3140000000 2567000000 22160000000 0 121000000 0 0 262000000 -1000000 14055735000000 714248000000 0 9000000 0 1807000000 297000000 8000000 -1424000000 0 319000000 351000000 -14000000 186000000 12000000 0 -1000000 7 0 6133000000 15097000000 127627000000 <div><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:-0.0500000000000007pt;' >5. </font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Investment Securities.</font></p><p style='text-align:left;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The following tables</font><font style='font-family:Times New Roman;font-size:10pt;' > present information about the Company&#8217;s AFS securities, which are carried at fair value, and HTM securities, which are carried at amortized cost. The net unrealized gains or losses on AFS securities are reported on an after-tax basis as a component of AOC</font><font style='font-family:Times New Roman;font-size:10pt;' >I.</font></p><p style='text-align:left;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >AFS and HTM Securities.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:218.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:218.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:27.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Amortized Cost </font></td><td style='width:7.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Gains</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td><td style='width:7.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='8' rowspan='1' style='width:229.5pt;text-align:center;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:left;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS debt securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:282pt;text-align:left;border-color:Black;min-width:282pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,808</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >151</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,958</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities(1)</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,662</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >127</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,754</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >53,470</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >278</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >53,712</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:282pt;text-align:justify;border-color:Black;min-width:282pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commercial mortgage-backed securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:257.25pt;text-align:center;border-color:Black;min-width:257.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Agency</font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,154</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,120</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:257.25pt;text-align:center;border-color:Black;min-width:257.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-agency</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,164</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,173</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Auto loan asset-backed securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,328</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,329</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate bonds</font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,930</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >47</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,970</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Collateralized loan obligations</font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >502</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >492</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >FFELP student loan asset-backed securities(2)</font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,489</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >127</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,362</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total corporate and other debt</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,567</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >76</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >197</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,446</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS debt securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,037</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >354</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >233</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,158</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:justify;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS equity securities </font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,052</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >354</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >239</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,167</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:left;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >HTM securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:282pt;text-align:left;border-color:Black;min-width:282pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,953</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,963</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities(1)</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,472</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,515</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total HTM securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,425</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >54</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,478</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:justify;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total Investment securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77,477</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >408</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >240</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77,645</font></td></tr><tr style='height:6.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='12' rowspan='1' style='width:511.5pt;text-align:left;border-color:Black;min-width:511.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:218.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:218.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:27.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Amortized Cost </font></td><td style='width:7.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Gains</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td><td style='width:7.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td></tr><tr style='height:11.25pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='8' rowspan='1' style='width:229.5pt;text-align:center;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:left;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS debt securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:282pt;text-align:left;border-color:Black;min-width:282pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,555</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,417</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities(1)</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,103</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >29</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >156</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,976</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,658</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >299</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,393</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:282pt;text-align:justify;border-color:Black;min-width:282pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commercial mortgage-backed securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:257.25pt;text-align:center;border-color:Black;min-width:257.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Agency</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,906</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,847</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:257.25pt;text-align:center;border-color:Black;min-width:257.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-agency</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,220</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,198</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Auto loan asset-backed securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,556</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,547</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate bonds</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,780</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >30</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,755</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Collateralized loan obligations</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >502</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >495</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >FFELP student loan asset-backed securities(2)</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,632</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >115</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,517</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total corporate and other debt</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,596</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >246</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,359</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:left;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS debt securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >67,254</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >43</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >545</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >66,752</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:justify;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS equity securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >67,269</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >43</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >553</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >66,759</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:left;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >HTM securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:282pt;text-align:left;border-color:Black;min-width:282pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,001</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >998</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities(1)</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,223</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,190</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total HTM securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,224</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,188</font></td></tr><tr style='height:16.5pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:justify;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total Investment securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72,493</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >590</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71,947</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >______________</font></p><ul><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >U.S. agency securities consist mainly</font><font style='font-family:Times New Roman;font-size:7.5pt;' > of agency-issued debt, agency mortgage pass-through pool securities and collateralized mortgage obligations</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></li><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >FFELP&#8212;Federal Family Education Loan Program. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts are backed by a guarantee from the U.S. Department of Education of at least </font><font style='font-family:Times New Roman;font-size:7.5pt;' >95</font><font style='font-family:Times New Roman;font-size:7.5pt;' >% of the principal balance and interest on such loans.</font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Investment Securities in an Unrealized Loss Position</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:9.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:297pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:297pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:93.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:93.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Less than 12 Months </font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:90pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:90pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >12 Months or Longer</font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:92.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:92.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:30pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='12' rowspan='1' style='width:304.5pt;text-align:center;border-color:Black;min-width:304.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS debt securities:</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:37.5pt;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:40.5pt;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:213pt;text-align:left;border-color:Black;min-width:213pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:37.5pt;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:40.5pt;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42pt;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,812</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,812</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,385</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,518</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,903</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:center;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,197</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,518</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,715</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:213pt;text-align:left;border-color:Black;min-width:213pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commercial mortgage-backed securities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Agency</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >328</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,206</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,534</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-agency</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >440</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >656</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,096</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Auto loan asset-backed securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,003</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >227</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,230</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate bonds</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >461</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >388</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >849</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Collateralized loan obligations</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >492</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >492</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >FFELP student loan asset-backed securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,678</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >51</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,661</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >76</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,339</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >127</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:center;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total corporate and other debt</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,910</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >57</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,630</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >140</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,540</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >197</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS debt securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,107</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >70</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,148</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >163</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,255</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >233</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS equity securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,117</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >76</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,148</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >163</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,265</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >239</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >HTM securities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:213pt;text-align:left;border-color:Black;min-width:213pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >777</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >393</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,170</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total HTM securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >777</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >393</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,170</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:left;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total Investment securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,894</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,541</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >163</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,435</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >240</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:9.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:294pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:justify;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:91.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Less than 12 Months </font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:90pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:90pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >12 Months or Longer</font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:91.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:30pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td><td style='width:10.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='12' rowspan='1' style='width:301.5pt;text-align:center;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS debt securities:</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42.75pt;text-align:center;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:38.25pt;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:38.25pt;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:38.25pt;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:213pt;text-align:left;border-color:Black;min-width:213pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:42.75pt;text-align:center;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:38.25pt;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:41.25pt;text-align:center;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:38.25pt;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:43.5pt;text-align:center;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:38.25pt;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,994</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >126</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,177</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >28,171</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,242</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >135</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >639</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,881</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >156</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:center;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40,236</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >261</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,816</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >43,052</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >299</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:213pt;text-align:left;border-color:Black;min-width:213pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commercial mortgage-backed securities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Agency</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,185</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >422</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,607</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-agency</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,479</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >305</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,784</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Auto loan asset-backed securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,644</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >881</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,525</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate bonds</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,149</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >525</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,674</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >30</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Collateralized loan obligations</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >352</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >495</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:center;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >FFELP student loan asset-backed securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,558</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >79</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >929</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,487</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >115</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186pt;text-align:center;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total corporate and other debt</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,367</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >175</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,205</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,572</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >246</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS debt securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >49,603</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >436</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,021</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >55,624</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >545</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS equity securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >49,610</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >444</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,021</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >55,631</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >553</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:justify;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >HTM securities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:213pt;text-align:left;border-color:Black;min-width:213pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >898</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >898</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:196.5pt;text-align:left;border-color:Black;min-width:196.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,677</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,677</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:center;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total HTM securities</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,575</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,575</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:222pt;text-align:left;border-color:Black;min-width:222pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total Investment securities</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >54,185</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >481</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:41.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:41.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,021</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:43.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:43.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60,206</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >590</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >As discussed in Note 2 to the consolidated financial statements in the 2015</font><font style='font-family:Times New Roman;font-size:10pt;' > Form 10-K, AFS and HTM securities with a current fair value less than their amortized cost are analyzed as part of the Company&#8217;s ongoing assessment of temporary versus other-than-temporarily impaired at the individual security level.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company believes </font><font style='font-family:Times New Roman;font-size:10pt;' >there are no securities in an unrealized loss position that are </font><font style='font-family:Times New Roman;font-size:10pt;' >other-than-temporarily-impaired at March 31, 2016 and December 31, 2015 for the reasons discussed below.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For AFS debt securities, the Company does not intend to sell the se</font><font style='font-family:Times New Roman;font-size:10pt;' >curities and is not likely to be required to sell the securities prior to recovery of amortized cost basis. For AFS and HTM debt securities, the securities have not experienced credit losses as the net unrealized losses reported in the table above are prim</font><font style='font-family:Times New Roman;font-size:10pt;' >arily due to higher interest rates since those securities were purchased. Additionally, the Company does not expect to experience a credit loss based on consideration of the relevant information (as discussed </font><font style='font-family:Times New Roman;font-size:10pt;' >in </font><font style='font-family:Times New Roman;font-size:10pt;' >Note 2</font><font style='font-family:Times New Roman;font-size:10pt;' > to the consolidated financial st</font><font style='font-family:Times New Roman;font-size:10pt;' >atements in the 2015 Form 10-K</font><font style='font-family:Times New Roman;font-size:10pt;' >),</font><font style='font-family:Times New Roman;font-size:10pt;' > including for U.S. government and agency securities, the existence of an explicit and implicit guarantee provided by the U.S. government. The risk of credit loss on securities in an unrealized loss position is considered mi</font><font style='font-family:Times New Roman;font-size:10pt;' >nimal because all of the Company&#8217;s agency securities as well as asset-backed securities (&#8220;ABS&#8221;), commercial mortgage-backed securities (&#8220;CMBS&#8221;) and collateralized loan obligations (&#8220;CLOs&#8221;) are highly rated and because corporate bonds are all investment gra</font><font style='font-family:Times New Roman;font-size:10pt;' >de. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For AFS equity securities, the Company has the intent and ability to hold these securities for a period of time sufficient to allow for any anticipated recovery in market value. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Amortized C</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >ost, Fair Value and Annualized Average Yield of Investm</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >ent Securities by Contractual Maturity Dates.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:justify;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:195pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:18.75pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:justify;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Amortized Cost</font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:53.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Annualized Average Yield</font></td></tr><tr style='height:11.25pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='6' rowspan='1' style='width:203.25pt;text-align:center;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:left;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS debt securities:</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:68.25pt;text-align:center;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:59.25pt;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:310.5pt;text-align:left;border-color:Black;min-width:310.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:justify;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:justify;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:306.75pt;text-align:justify;border-color:Black;min-width:306.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities:</font></td><td style='width:68.25pt;text-align:justify;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:justify;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Due within 1 year</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,194</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,198</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.7%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,757</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,885</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.0%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >857</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >875</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.8%</font></td></tr><tr style='height:13.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,808</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,958</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:306.75pt;text-align:justify;border-color:Black;min-width:306.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities:</font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:justify;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,774</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,775</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.5%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,534</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,560</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.9%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,354</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,419</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.7%</font></td></tr><tr style='height:13.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,662</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,754</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total U.S. government and agency securities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >53,470</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >53,712</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.2%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:310.5pt;text-align:left;border-color:Black;min-width:310.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commercial mortgage-backed securities:</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:290.25pt;text-align:left;border-color:Black;min-width:290.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Agency:</font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Due within 1 year</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >102</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >102</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.8%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >461</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >461</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.9%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >545</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >546</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.3%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,046</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,011</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.6%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,154</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,120</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:290.25pt;text-align:left;border-color:Black;min-width:290.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-agency:</font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,164</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,173</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.9%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,164</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,173</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Auto loan asset-backed securities:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Due within 1 year</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.8%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,146</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,146</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.2%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >158</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >159</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.5%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,328</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,329</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate bonds:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Due within 1 year</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >534</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >535</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.2%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,660</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,678</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.7%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >736</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >757</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2.7%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,930</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,970</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Collateralized loan obligations:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >502</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >492</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.5%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >502</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >492</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:298.5pt;text-align:left;border-color:Black;min-width:298.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >FFELP student loan asset-backed securities:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.6%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >756</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >737</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.9%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,661</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,553</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.9%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:center;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,489</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,362</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total corporate and other debt</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,567</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,446</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.4%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total AFS debt securities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,037</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,158</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.3%</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:left;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS equity securities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > &#8213; %</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:left;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS securities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,052</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,167</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.3%</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:left;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >HTM securities:</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:center;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9.75pt;text-align:center;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:center;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:4.5pt;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:310.5pt;text-align:left;border-color:Black;min-width:310.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government securities:</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:justify;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:justify;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:306.75pt;text-align:justify;border-color:Black;min-width:306.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities:</font></td><td style='width:68.25pt;text-align:justify;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:justify;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Due within 1 year</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >200</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >200</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.7%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 1 year through 5 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,408</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,418</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.1%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 5 years through 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >345</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >345</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.8%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,953</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,963</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:306.75pt;text-align:justify;border-color:Black;min-width:306.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities:</font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;text-align:justify;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;text-align:justify;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >After 10 years</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,472</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,515</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2.1%</font></td></tr><tr style='height:12.75pt;' ><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:265.5pt;text-align:justify;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,472</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,515</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:left;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total HTM securities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,425</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,478</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.9%</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:322.5pt;text-align:left;border-color:Black;min-width:322.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total Investment securities</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:68.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:68.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77,477</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:59.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:59.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77,645</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.3%</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >See Note 10 for additional information on securities issued by VIEs, including U.S. agency mortgage-backed securities, non-agency CMBS</font><font style='font-family:Times New Roman;font-size:10pt;' >, </font><font style='font-family:Times New Roman;font-size:10pt;' >auto loan ABS</font><font style='font-family:Times New Roman;font-size:10pt;' >, CLO and FFELP student loan ABS</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Gross Realized Gains </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >and Gross Realized </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >(Losses) on Sales of AFS Securities. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:348.75pt;text-align:left;border-color:Black;min-width:348.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:102pt;text-align:center;border-color:Black;min-width:102pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:11.25pt;' ><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:348.75pt;text-align:left;border-color:Black;min-width:348.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:102pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:102pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:348.75pt;text-align:left;border-color:Black;min-width:348.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:47.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:10.5pt;' ><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:348.75pt;text-align:left;border-color:Black;min-width:348.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:102pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:102pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:365.25pt;text-align:center;border-color:Black;min-width:365.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross realized gains</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >29</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:365.25pt;text-align:center;border-color:Black;min-width:365.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross realized (losses)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(4)</font></td></tr><tr style='height:13.5pt;' ><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:348.75pt;text-align:justify;border-color:Black;min-width:348.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:47.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Gross realized gains and losses are recognized in </font><font style='font-family:Times New Roman;font-size:10pt;' >Other</font><font style='font-family:Times New Roman;font-size:10pt;' > revenues in the condensed </font><font style='font-family:Times New Roman;font-size:10pt;' >consolidated statements of income.</font></p></div> 366000000 <div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:354pt;text-align:left;border-color:Black;min-width:354pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Preferred Stock Outstanding</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >.</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;text-align:left;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;text-align:left;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:186.75pt;text-align:left;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:81.75pt;text-align:left;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;text-align:left;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;text-align:left;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:186.75pt;text-align:left;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:81.75pt;text-align:center;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Shares</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:134.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Carrying Value</font></td></tr><tr style='height:9.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:186.75pt;text-align:left;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:81.75pt;text-align:center;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > Outstanding </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liquidation</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At</font></td></tr><tr style='height:9.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:186.75pt;text-align:left;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:81.75pt;text-align:center;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31,</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Preference</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;text-align:center;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;text-align:center;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >December 31,</font></td></tr><tr style='height:9.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Series</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:81.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >per Share</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:11.25pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:186.75pt;text-align:left;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:center;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(shares in millions)</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:134.25pt;text-align:center;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >A</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,100</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,100</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >C(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >519,882</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >408</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >408</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >E</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,500</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >862</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >862</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >F</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >850</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >850</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >G</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >500</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >500</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >H</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,300</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,300</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >I</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,000</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >J</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,500</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,500</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186.75pt;text-align:left;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,520</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,520</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1</font><font style='font-family:Times New Roman;font-size:7.5pt;' >)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Series C is compri</font><font style='font-family:Times New Roman;font-size:7.5pt;' >sed of the issuance of </font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,160,791 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >shares of Series C Preferred Stock to </font><font style='font-family:Times New Roman;font-size:7.5pt;' >MUFG</font><font style='font-family:Times New Roman;font-size:7.5pt;' > for an aggregate purchase price of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >911</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million, less the redemption of </font><font style='font-family:Times New Roman;font-size:7.5pt;' >640,909</font><font style='font-family:Times New Roman;font-size:7.5pt;' > shares of Series C Preferred Stock of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >5</font><font style='font-family:Times New Roman;font-size:7.5pt;' >03</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million, which were converted to common shares of </font><font style='font-family:Times New Roman;font-size:7.5pt;' >approximately </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >705</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million.</font></p></div> 48183000000 14567000000 41000000 119971000000 -20000000 53470000000 354000000 <div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td colspan='14' rowspan='1' style='width:480.75pt;text-align:left;border-color:Black;min-width:480.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Assets and Liabilities Measured at Fair Value on a Recurring Basis.</font></td></tr><tr style='height:7.5pt;' ><td colspan='1' rowspan='3' style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:160.5pt;text-align:justify;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='3' style='width:64.5pt;text-align:center;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Level 1</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:52.5pt;text-align:center;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Level 2</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:52.5pt;text-align:center;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Level 3</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:52.5pt;text-align:center;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Counterparty and Cash Collateral Netting</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:54.75pt;text-align:center;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Balance&#160;at March 31, 2016</font></td></tr><tr style='height:12.75pt;' ><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:justify;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:294.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Assets at Fair Value</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:58.5pt;text-align:justify;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54.75pt;text-align:justify;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Trading assets:</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:justify;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:justify;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:justify;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:justify;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. Treasury securities </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >23,545</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >23,545</font></td></tr><tr style='height:11.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. agency securities </font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,004</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >20,662</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >21,674</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >24,549</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >20,662</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >45,219</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other sovereign government obligations </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >15,835</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8,232</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >24,075</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >State and municipal securities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,832</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,837</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Residential mortgage-backed securities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,337</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >292</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,629</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commercial mortgage-backed securities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,029</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >59</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,088</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Asset-backed securities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >335</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >339</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate bonds </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >9,955</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >224</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,179</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Collateralized debt and loan obligations </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >295</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >348</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >643</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Loans and lending commitments(1)</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,640</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6,185</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >9,825</font></td></tr><tr style='height:11.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other debt </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,358</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >527</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,885</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19,781</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >7,644</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >27,425</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate equities(2) </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >95,676</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >366</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >430</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >96,472</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Derivative and other contracts:</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Interest rate contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >507</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >424,488</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,170</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >426,165</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Credit contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19,563</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >738</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >20,301</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Foreign exchange contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >77</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >73,019</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >224</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >73,320</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Equity contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >768</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >43,027</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >735</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >44,530</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commodity contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,925</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,648</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4,045</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,618</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19</font></td></tr><tr style='height:12pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Netting(3)</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,517)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(477,187)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,606)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(61,800)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(546,110)</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total derivative and other contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >760</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >93,577</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,306</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(61,800)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >35,843</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Investments(4):</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Principal investments</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >22</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >20</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >743</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >785</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >166</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >324</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >179</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >669</font></td></tr><tr style='height:9pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total investments</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >188</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >344</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >922</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,454</font></td></tr><tr style='height:10.5pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Physical commodities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >274</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >274</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total trading assets(4)</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >137,008</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >143,236</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >12,318</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(61,800)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >230,762</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >AFS securities</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >32,731</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >35,436</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >68,167</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Securities received as collateral</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8,811</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8,813</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >555</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >555</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Intangible assets</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td></tr><tr style='height:11.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total assets measured at fair value</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >178,550</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >179,229</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >12,322</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(61,800)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >308,301</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liabilities at Fair Value</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Deposits </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >624</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >23</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >647</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Short-term borrowings</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >697</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >697</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Trading liabilities:</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. Treasury securities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,553</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,553</font></td></tr><tr style='height:9.75pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. agency securities </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >304</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >162</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >466</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,857</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >162</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >11,019</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other sovereign government obligations </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >12,961</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,554</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >16,515</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate bonds </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6,517</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6,523</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Lending commitments </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other debt </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >31</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >35</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6,550</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >11</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6,561</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate equities(2) </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >48,183</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >60</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >31</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >48,274</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:174pt;text-align:left;border-color:Black;min-width:174pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Derivative and other contracts:</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Interest rate contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >655</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >397,394</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,001</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >399,050</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Credit contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19,806</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,461</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >21,267</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Foreign exchange contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >49</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >76,895</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >98</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >77,042</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Equity contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >487</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >44,825</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,567</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >47,879</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commodity contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,493</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >9,401</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,845</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >14,739</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >116</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >116</font></td></tr><tr style='height:11.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Netting(3)</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,517)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(477,187)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,606)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(42,386)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(526,696)</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:160.5pt;text-align:left;border-color:Black;min-width:160.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total derivative and other contracts</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >167</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >71,250</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4,366</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(42,386)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >33,397</font></td></tr><tr style='height:8.25pt;' ><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:167.25pt;text-align:left;border-color:Black;min-width:167.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total trading liabilities</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >72,168</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >81,576</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4,408</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(42,386)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >115,766</font></td></tr><tr style='height:9.75pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Obligation to return securities received as collateral </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,980</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,984</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >542</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >151</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >693</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other secured financings </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,169</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >454</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,623</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Long-term borrowings </font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:58.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >34,210</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,798</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >36,008</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total liabilities measured at fair value</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:58.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:58.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >90,148</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >119,821</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >6,835</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(42,386)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:54.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >174,418</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:16.5pt;' ><td colspan='14' rowspan='1' style='width:507.75pt;text-align:left;border-color:Black;min-width:507.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='1' rowspan='3' style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:justify;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:48.75pt;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Level 1</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:52.5pt;text-align:center;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Level 2</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:57.75pt;text-align:center;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Level 3</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:57pt;text-align:center;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Counterparty and Cash Collateral Netting</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:60.75pt;text-align:center;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Balance&#160;at December 31, 2015</font></td></tr><tr style='height:8.25pt;' ><td style='width:162.75pt;text-align:justify;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:162.75pt;text-align:justify;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:justify;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:309.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:309.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Assets at Fair Value</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;text-align:justify;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:57.75pt;text-align:justify;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:57pt;text-align:justify;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:60.75pt;text-align:justify;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Trading assets:</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:justify;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:justify;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:justify;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:justify;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:justify;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:justify;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:justify;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:justify;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:justify;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. Treasury securities </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,658</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,658</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. agency securities </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >797</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,886</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >18,683</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >18,455</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,886</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >36,341</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other sovereign government obligations </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >13,559</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >7,400</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >20,963</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >State and municipal securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,651</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,670</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Residential mortgage-backed securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,456</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >341</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,797</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commercial mortgage-backed securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,520</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >72</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,592</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Asset-backed securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >494</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >25</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >519</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate bonds </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >9,959</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >267</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,226</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Collateralized debt and loan obligations </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >284</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >430</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >714</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Loans and lending commitments(1)</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4,682</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,936</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,618</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other debt </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,263</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >448</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,711</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >22,309</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >7,538</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >29,847</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate equities(2) </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >106,296</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >379</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >433</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >107,108</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Derivative and other contracts:</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Interest rate contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >406</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >323,586</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,052</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >326,044</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Credit contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >22,258</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >661</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >22,919</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Foreign exchange contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >55</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >64,608</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >292</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >64,955</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Equity contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >653</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >38,552</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,084</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >40,289</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commodity contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,140</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,654</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,358</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17,152</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >219</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >219</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Netting(3)</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,840)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(380,443)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,120)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(55,562)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(442,965)</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total derivative and other contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >414</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >79,434</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4,327</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(55,562)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >28,613</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Investments(4):</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Principal investments</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >20</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >44</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >486</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >550</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >163</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >310</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >221</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >694</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total investments</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >183</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >354</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >707</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,244</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Physical commodities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >321</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >321</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total trading assets(4)</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >138,907</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >128,083</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >13,009</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(55,562)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >224,437</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >AFS securities</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >34,351</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >32,408</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >66,759</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Securities received as collateral </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >11,221</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >11,225</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >806</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >806</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Intangible assets</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total assets measured at fair value</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >184,479</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >161,300</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >13,015</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(55,562)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >303,232</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liabilities at Fair Value</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Deposits </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >106</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >125</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Short-term borrowings </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,647</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,648</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Trading liabilities:</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. Treasury securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >12,932</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >12,932</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >U.S. agency securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >854</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >127</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >981</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >13,786</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >127</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >13,913</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other sovereign government obligations </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >10,970</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,558</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >13,528</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commercial mortgage-backed securities </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate bonds </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,035</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,035</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Lending commitments </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other debt </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >9</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total corporate and other debt </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,045</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >4</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,049</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Corporate equities(2) </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >47,123</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >35</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >17</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >47,175</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:180.75pt;text-align:left;border-color:Black;min-width:180.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Derivative and other contracts:</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Interest rate contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >466</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >305,151</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,792</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >307,409</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Credit contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >22,160</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,505</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >23,665</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Foreign exchange contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >22</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >65,177</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >151</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >65,350</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Equity contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >570</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >42,447</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,115</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >46,132</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Commodity contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3,012</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >9,431</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,308</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >14,751</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >43</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >43</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Netting(3)</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,840)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(380,443)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(3,120)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(40,473)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(427,876)</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:162.75pt;text-align:left;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total derivative and other contracts</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >230</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >63,966</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,751</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(40,473)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >29,474</font></td></tr><tr style='height:8.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total trading liabilities</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >72,109</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >71,731</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >5,772</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(40,473)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >109,139</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Obligation to return securities received as collateral </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19,312</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >3</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >19,316</font></td></tr><tr style='height:8.25pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >532</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >151</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >683</font></td></tr><tr style='height:10.5pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Other secured financings </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,393</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >461</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >2,854</font></td></tr><tr style='height:9pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Long-term borrowings </font></td><td style='width:8.25pt;text-align:justify;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:52.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >31,058</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >1,987</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:57pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:60.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >33,045</font></td></tr><tr style='height:9.75pt;' ><td colspan='4' rowspan='1' style='width:189.75pt;text-align:left;border-color:Black;min-width:189.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Total liabilities measured at fair value</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >91,421</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:52.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:52.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >107,470</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >8,392</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:57pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >(40,473)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >$</font></td><td style='width:60.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:60.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >166,810</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >AFS&#8212;Available for sale</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1) </font><font style='font-family:Times New Roman;font-size:7.5pt;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, Loans </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and lending commitments </font><font style='font-family:Times New Roman;font-size:7.5pt;' >h</font><font style='font-family:Times New Roman;font-size:7.5pt;' >eld at fair value consisted of </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >7,455 </font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million</font><font style='font-family:Times New Roman;font-size:7.5pt;' > of corporate loans, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,727 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million</font><font style='font-family:Times New Roman;font-size:7.5pt;' > of res</font><font style='font-family:Times New Roman;font-size:7.5pt;' >idential real estate loans and </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >643 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million</font><font style='font-family:Times New Roman;font-size:7.5pt;' > of wholesale real estate loans. At December 31, 2015, Loans </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and lending commitments </font><font style='font-family:Times New Roman;font-size:7.5pt;' >held at fair value consisted of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >7,286 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million of corporate loans, $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,885 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million of residential real estate loan</font><font style='font-family:Times New Roman;font-size:7.5pt;' >s and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,447 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million of wholesale real estate loans.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2) For trading purposes, the Company holds or sells short equity securities issued by entities in diverse industries and of varying sizes. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > For positions with the same counterparty that cross ov</font><font style='font-family:Times New Roman;font-size:7.5pt;' >er the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled &#8220;Counterparty and Cash Collateral Netting.&#8221; For contracts with the same counterparty, counterparty netting among positions cl</font><font style='font-family:Times New Roman;font-size:7.5pt;' >assified within the same level is included within that shared level. For further information on derivative instruments and hedging activities, see Note 4. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4</font><font style='font-family:Times New Roman;font-size:7.5pt;' >)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts exclude c</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ertain investments that are measured at fair</font><font style='font-family:Times New Roman;font-size:7.5pt;' > value using the net asset v</font><font style='font-family:Times New Roman;font-size:7.5pt;' >alue (&#8220;NAV&#8221;) per share, which </font><font style='font-family:Times New Roman;font-size:7.5pt;' >are not classified in the fair value hierarchy. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and December 31, 2015, the fair value of these investments was $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >3,388</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >3,843</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million, respectively. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >For additional disclosu</font><font style='font-family:Times New Roman;font-size:7.5pt;' >re about such investments, see &#8220;Fair Value of Investments Measured at Net Asset Value&#8221; herein.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></p></div> 20775000000 72109000000 1000000 1290000000 7197000000 0.01 -2000000 5059000000 669000000 57400000000 1917000000 6000000 365000000 185000000 34000000 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >4.&#160;&#160;&#160;&#160;Derivative Instruments and Hedging Activities. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company trades and makes markets globally in listed futures, </font><font style='font-family:Times New Roman;font-size:10pt;' >over-the-counter </font><font style='font-family:Times New Roman;font-size:10pt;' >(&#8220;OTC&#8221;)</font><font style='font-family:Times New Roman;font-size:10pt;' > swaps, forwards, options and other derivatives referencing, among other things, interest rates, currencies, investment grade and non-investment grade corporate credits, loans, bonds, U.S. and other sovereign securities, emerging market bonds and loans, cr</font><font style='font-family:Times New Roman;font-size:10pt;' >edit indices, asset-backed security indices, property indices, mortgage-related and other asset-backed securities, and real estate loan products. </font><font style='font-family:Times New Roman;font-size:10pt;' >For </font><font style='font-family:Times New Roman;font-size:10pt;' >a </font><font style='font-family:Times New Roman;font-size:10pt;' >further discussion of the Company&#8217;s </font><font style='font-family:Times New Roman;font-size:10pt;' >derivative instruments and hedging activities</font><font style='font-family:Times New Roman;font-size:10pt;' >, see Note </font><font style='font-family:Times New Roman;font-size:10pt;' >4</font><font style='font-family:Times New Roman;font-size:10pt;' > to the con</font><font style='font-family:Times New Roman;font-size:10pt;' >solidated financial statements in the 2015 Form 10-K.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Fair Value, Notional and Offsetting of Derivative Instruments.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Fair Value, Notional and Offsetting of Derivative Assets and Liabilities</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Derivative Assets </font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >at March 31, 2016</font></td></tr><tr style='height:12.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Notional</font></td></tr><tr style='height:17.25pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives designated as accounting</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges:</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,209</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,897</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,106</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >34,259</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >57,400</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >91,659</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,527</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,527</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives designated as </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > accounting hedges</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,236</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,897</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,133</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >35,786</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >57,400</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >93,186</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives not designated as accounting</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges(1):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >273,635</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >146,182</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >242</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >420,059</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,254,497</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,634,287</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,243,384</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11,132,168</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >16,774</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,527</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20,301</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >535,066</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >157,290</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >692,356</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >72,794</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >423</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >76</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >73,293</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,900,339</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,915</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11,542</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,926,796</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >21,174</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23,356</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >44,530</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >288,517</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >259,466</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >547,983</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,786</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,832</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17,618</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >67,085</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >82,933</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >150,018</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,111</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,111</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives not designated </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > as accounting hedges </font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >398,182</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >150,132</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27,506</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >575,820</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,047,615</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,806,492</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,597,325</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,451,432</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total gross derivatives(2)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >401,418</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >153,029</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27,506</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >581,953</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,083,401</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,863,892</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,597,325</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,544,618</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts offset:</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Counterparty netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(314,379)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(149,342)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(24,456)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(488,177)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cash collateral netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(55,371)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,562)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(57,933)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivative assets at fair value</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > included in Trading assets</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >31,668</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,125</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,050</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >35,843</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts not offset(3):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Financial instruments collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(10,299)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(10,299)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other cash collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(13)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(13)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net exposure</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >21,356</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,125</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,050</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25,531</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Derivative Liabilities</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >at March 31, 2016</font></td></tr><tr style='height:12.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Notional</font></td></tr><tr style='height:18.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives designated as accounting</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges:</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >364</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >28</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >392</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8,267</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >783</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9,050</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives designated as </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >.</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > accounting hedges</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >364</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >28</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >392</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8,267</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >783</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9,050</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives not designated as accounting</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges(1):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >251,687</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >147,016</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >347</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >399,050</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,943,566</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,517,043</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >903,713</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10,364,322</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17,616</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,651</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >21,267</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >569,403</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >144,845</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >714,248</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >76,098</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >503</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >49</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >76,650</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,960,735</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >15,602</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,107</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,982,444</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23,973</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23,906</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >47,879</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >331,715</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >252,398</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >584,113</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11,240</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,499</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,739</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >62,976</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >65,323</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >128,299</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >116</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >116</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,858</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,858</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives not designated </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > as accounting hedges </font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >380,730</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151,170</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27,801</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >559,701</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,873,253</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,677,490</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,227,541</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,778,284</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total gross derivatives(2)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >381,094</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >151,198</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >27,801</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >560,093</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,881,520</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,678,273</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,227,541</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,787,334</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts offset:</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Counterparty netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(314,379)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(149,342)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(24,456)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(488,177)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cash collateral netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(36,868)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,651)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(38,519)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivative liabilities at fair value</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > included in Trading liabilities</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29,847</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >205</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,345</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >33,397</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts not offset(3):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Financial instruments collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(8,368)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(308)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(8,676)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other cash collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(4)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(25)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(29)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net exposure</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >21,475</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >180</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,037</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24,692</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Derivative Assets</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >at December 31, 2015</font></td></tr><tr style='height:12.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Notional</font></td></tr><tr style='height:18.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives designated as accounting</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges:</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,825</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,442</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,267</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >36,999</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >35,362</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >72,361</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >166</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >167</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,996</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >167</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,163</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives designated as </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > accounting hedges</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,991</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,443</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,434</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >42,995</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >35,529</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >78,524</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives not designated as accounting</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges(4):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >220,289</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >101,276</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >212</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >321,777</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,348,002</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,748,525</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,218,645</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >11,315,172</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19,310</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,609</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >22,919</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >585,731</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >139,301</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >725,032</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >64,438</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >295</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >55</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >64,788</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,907,290</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,402</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,715</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,928,407</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20,212</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20,077</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >40,289</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >316,770</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >229,859</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >546,629</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,114</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,038</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >17,152</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >67,449</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >82,313</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >149,762</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >219</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >219</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,684</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,684</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives not designated </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > as accounting hedges </font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >337,582</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >105,180</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24,382</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >467,144</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,230,926</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,901,228</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,538,532</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,670,686</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total gross derivatives(2)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >340,573</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >106,623</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24,382</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >471,578</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >7,273,921</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,936,757</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,538,532</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,749,210</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts offset:</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Counterparty netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(265,707)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(104,294)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(21,592)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(391,593)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cash collateral netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(50,335)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(1,037)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(51,372)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivative assets at fair value</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > included in Trading assets</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24,531</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,292</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,790</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >28,613</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:139.5pt;text-align:left;border-color:Black;min-width:139.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts not offset(3):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Financial instruments collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9,190)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9,190)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129.75pt;text-align:left;border-color:Black;min-width:129.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other cash collateral </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(9)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:120pt;text-align:left;border-color:Black;min-width:120pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net exposure</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >15,332</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,292</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,790</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19,414</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Derivative Liabilities</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >at December 31, 2015</font></td></tr><tr style='height:12.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Fair Value</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Notional</font></td></tr><tr style='height:18.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:6pt;text-align:center;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Bilateral OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Cleared OTC</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Exchange Traded</font></td><td style='width:6pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td colspan='15' rowspan='1' style='width:360pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives designated as accounting</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges:</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:justify;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:justify;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >250</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >270</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,560</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >9,869</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,429</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >56</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >62</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,604</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >455</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,059</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives designated as </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > accounting hedges</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >76</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >256</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >332</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >8,164</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10,324</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >18,488</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Derivatives not designated as accounting</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > hedges(4):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Interest rate contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >203,004</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >103,852</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >283</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >307,139</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,030,039</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,682,322</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,077,710</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10,790,071</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Credit contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >19,942</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,723</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23,665</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >562,027</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >131,388</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >693,415</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Foreign exchange contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >65,034</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >232</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >22</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >65,288</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,868,015</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >13,322</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,655</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,883,992</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Equity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25,708</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20,424</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >46,132</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >332,734</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >229,266</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >562,000</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Commodity contracts </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >10,864</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,887</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,751</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >59,169</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >62,974</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >122,143</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >43</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,114</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >4,114</font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivatives not designated </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > as accounting hedges</font></td><td style='width:6pt;text-align:left;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >324,595</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >107,807</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24,616</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >457,018</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,856,098</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,827,032</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,372,605</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,055,735</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total gross derivatives(2)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >324,671</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >108,063</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >24,616</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >457,350</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >6,864,262</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >5,837,356</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >1,372,605</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >14,074,223</font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts offset:</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Counterparty netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(265,707)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(104,294)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(21,592)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(391,593)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Cash collateral netting </font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(33,332)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(2,951)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(36,283)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Total derivative liabilities at fair value</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' > included in Trading liabilities</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >25,632</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >818</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >3,024</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >29,474</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td colspan='3' rowspan='1' style='width:138.75pt;text-align:left;border-color:Black;min-width:138.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Amounts not offset(3):</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Financial instruments collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5,384)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(405)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5,789)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:129pt;text-align:left;border-color:Black;min-width:129pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Other cash collateral</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >&#8212;</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >(5)</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:7pt;color:#000000;' ></font></td><td style='width:119.25pt;text-align:left;border-color:Black;min-width:119.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >Net exposure</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >20,243</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >818</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >2,619</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >$</font></td><td style='width:39.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' >23,680</font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:6pt;text-align:right;border-color:Black;min-width:6pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:39.75pt;text-align:right;border-color:Black;min-width:39.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Notional amounts include gross </font><font style='font-family:Times New Roman;font-size:7.5pt;' >notionals</font><font style='font-family:Times New Roman;font-size:7.5pt;' > related to open long and short futures contracts of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >967.4</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >399.2</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >895</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >371</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million is included in Customer and other receivables and Customer and other payables, res</font><font style='font-family:Times New Roman;font-size:7.5pt;' >pectively, in the condensed consolidated balance sheet. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts include $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >5.3</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of derivative assets and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >5.8</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of derivative liabilities at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >4.2</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of derivative assets and</font><font style='font-family:Times New Roman;font-size:7.5pt;' > $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >5.2</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of derivative liabilities at December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceabl</font><font style='font-family:Times New Roman;font-size:7.5pt;' >e.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts relate to master netting agreements and collateral agreements that have been determined by the Company to be legally enforceable in the event of default but where certain other criteria are not met in accordance with applicable offsetting ac</font><font style='font-family:Times New Roman;font-size:7.5pt;' >counting guidance.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Notional amounts include gross </font><font style='font-family:Times New Roman;font-size:7.5pt;' >notionals</font><font style='font-family:Times New Roman;font-size:7.5pt;' > related to open long and short futures contracts of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,009.5</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >653.0</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1</font><font style='font-family:Times New Roman;font-size:7.5pt;' >,145</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >437</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million is included in Customer and other receivables and Customer and other payables, respectively, in the condensed consolidated balance sheet. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For information related to offsetting of certain collateralized transactions, see Not</font><font style='font-family:Times New Roman;font-size:10pt;' >e 6. </font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Gains (Losses) on</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > Fair Value Hedges.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:10.5pt;' ><td colspan='1' rowspan='2' style='width:391.5pt;text-align:center;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;color:#FF0000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:100.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:100.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gains (Losses) Recognized in Interest Expense</font></td></tr><tr style='height:9.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:100.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:100.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:9.75pt;' ><td style='width:391.5pt;text-align:justify;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:100.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:100.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:391.5pt;text-align:justify;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Product Type</font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9pt;' ><td style='width:391.5pt;text-align:justify;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:100.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:100.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:391.5pt;text-align:left;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivatives</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,150</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >758</font></td></tr><tr style='height:12.75pt;' ><td style='width:391.5pt;text-align:left;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Borrowings</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2,289)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(843)</font></td></tr><tr style='height:13.5pt;' ><td style='width:391.5pt;text-align:left;border-color:Black;min-width:391.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(139)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(85)</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Gains (Losses) on </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Derivatives Designated as</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > Net Investment Hedges.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:21pt;text-align:left;border-color:Black;min-width:21pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:363.75pt;text-align:left;border-color:Black;min-width:363.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:108pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gains (Losses) Recognized in </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >OCI&#160;(effective&#160;portion)</font></td></tr><tr style='height:15pt;' ><td style='width:21pt;text-align:left;border-color:Black;min-width:21pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:363.75pt;text-align:left;border-color:Black;min-width:363.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:108pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended March 31,</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:384.75pt;text-align:left;border-color:Black;min-width:384.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Product Type</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9pt;' ><td style='width:21pt;text-align:left;border-color:Black;min-width:21pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:363.75pt;text-align:left;border-color:Black;min-width:363.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:108pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:384.75pt;text-align:left;border-color:Black;min-width:384.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Foreign exchange contracts(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(224)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >262</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Losses of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >20</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >44</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million related to the forward points on the hedging instruments were excluded from hedge effectiveness testing and recognized in Interest income during the quarters ended </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > respectively. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Gains (Losses) on Trading Instruments.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The table below summarizes gains and losses included in Trading revenues in the </font><font style='font-family:Times New Roman;font-size:10pt;' >condensed </font><font style='font-family:Times New Roman;font-size:10pt;' >consolidated statement</font><font style='font-family:Times New Roman;font-size:10pt;' >s</font><font style='font-family:Times New Roman;font-size:10pt;' > of income from trading activities. These activities include revenues related to d</font><font style='font-family:Times New Roman;font-size:10pt;' >erivative and non-derivative financial instruments. The Company generally utilizes financial instruments across a variety of product types in connection with their market-making and related risk management strategies. Accordingly, the trading revenues pres</font><font style='font-family:Times New Roman;font-size:10pt;' >ented below are not representative of the manner in which the Company manages its business activities and are prepared in a manner similar to the presentation of trading revenues for regulatory reporting purposes.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:10.5pt;' ><td style='width:25.5pt;text-align:left;border-color:Black;min-width:25.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gains (Losses) Recognized in </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Trading Revenues</font></td></tr><tr style='height:10.5pt;' ><td style='width:25.5pt;text-align:left;border-color:Black;min-width:25.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:10.5pt;' ><td style='width:25.5pt;text-align:left;border-color:Black;min-width:25.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:justify;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Product Type</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9pt;' ><td style='width:25.5pt;text-align:justify;border-color:Black;min-width:25.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:344.25pt;text-align:justify;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:124.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:124.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:left;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest rate contracts</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >306</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >570</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:left;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Foreign exchange contracts</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >237</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >345</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:left;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Equity security and index contracts(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,330</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,595</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:left;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commodity and other contracts(2)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(144)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >676</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:left;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Credit contracts</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >336</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >339</font></td></tr><tr style='height:12.75pt;' ><td style='width:25.5pt;text-align:left;border-color:Black;min-width:25.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Subtotal</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,065</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,525</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:369.75pt;text-align:left;border-color:Black;min-width:369.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Debt valuation adjustments(3)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:57.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >125</font></td></tr><tr style='height:13.5pt;' ><td style='width:25.5pt;text-align:left;border-color:Black;min-width:25.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total trading revenue</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,065</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:57.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:57.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,650</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Dividend income is included within equity security and index contracts.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Other contracts represent contracts not reported as interest rate, foreign exchange, equity security and index or credit contracts.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >In accordance with the early adoption of a </font><font style='font-family:Times New Roman;font-size:7.5pt;' >provision of the </font><font style='font-family:Times New Roman;font-size:7.5pt;' >accounting update </font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >Recognition and Measurement of Financial Assets and Financial Liabilities</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, unrealized DVA gains (losses) in the quarter ended </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > are recorded within OCI in the c</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ondensed consolidated statements of comprehensive income. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >In the quarter ended</font><font style='font-family:Times New Roman;font-size:7.5pt;' > March 31, 2015, the DVA gains (losses) were recorded within Trading revenues in the condensed consolidated statements of income. See Notes 2 and 14 for further information.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >OTC Derivative Products&#8212;Trading Assets.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Counterparty Credit Rating a</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >nd Remaining Maturity of OTC Derivative Assets.</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > </font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:12.75pt;text-align:center;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:123pt;text-align:center;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='13' rowspan='1' style='width:357.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:357.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value at March 31, 2016(1)</font></td></tr><tr style='height:12pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:123pt;text-align:justify;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Contractual Years to Maturity</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:56.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Cross-Maturity</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >and Cash&#160;</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Collateral </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Netting(3)</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:48.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net&#160;Exposure </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Post-cash </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Collateral</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:50.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net&#160;Exposure </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Post-collateral(4)</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:justify;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Credit Rating(2)</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less&#160;than&#160;1</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >1 - 3</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >3 - 5</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over 5</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:123pt;text-align:justify;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='13' rowspan='1' style='width:357.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:357.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:14.25pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AAA </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >182</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >567</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,344</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,683</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5,272)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,504</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,425</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AA </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,524</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,488</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,750</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,747</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(13,148)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,361</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,045</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >A </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10,143</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,440</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,984</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >26,567</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(38,249)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10,885</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,603</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >BBB </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,953</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,487</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,246</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,055</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(16,119)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,622</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,426</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,065</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,804</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,277</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,024</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(7,762)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,408</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,982</font></td></tr><tr style='height:13.5pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:123pt;text-align:justify;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,867</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,786</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,601</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >62,076</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(80,550)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >32,780</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,481</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:12.75pt;text-align:center;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:123pt;text-align:center;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='13' rowspan='1' style='width:352.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:352.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value at December 31, 2015(1)</font></td></tr><tr style='height:12pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:123pt;text-align:left;border-color:Black;min-width:123pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:177.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:177.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Contractual Years to Maturity</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:51pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Cross-Maturity </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >and Cash&#160;</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Collateral Netting(3)</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:48.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net&#160;Exposure Post-cash Collateral</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='1' rowspan='2' style='width:50.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net&#160;Exposure Post-collateral(4)</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Credit Rating(2)</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less&#160;than&#160;1</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >1-3</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >3-5</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over 5</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:123pt;text-align:justify;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='13' rowspan='1' style='width:352.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:352.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:14.25pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AAA </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >203</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >453</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >827</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,665</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(4,319)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >829</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >715</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AA </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,689</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,876</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,223</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(10,981)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,807</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,361</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >A </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,748</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,191</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,774</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,918</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(34,916)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,715</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,448</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >BBB </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,614</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,863</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,948</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,801</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(15,086)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,140</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,934</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:135.75pt;text-align:left;border-color:Black;min-width:135.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,982</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,333</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,157</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:38.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,567</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(6,716)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,323</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,166</font></td></tr><tr style='height:13.5pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:123pt;text-align:justify;border-color:Black;min-width:123pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,236</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,840</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10,582</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:38.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:38.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >49,174</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(72,018)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,814</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,624</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Fair values shown represent the Company&#8217;s net exposure to counterparties related to its OTC derivative products.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Obligor credit ratings are determined by the Credit Risk Management Department.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts represent the netting of </font><font style='font-family:Times New Roman;font-size:7.5pt;' >receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash colla</font><font style='font-family:Times New Roman;font-size:7.5pt;' >teral received is netted on a counterparty basis, provided legal right of offset exists.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Fair value is shown, net of collateral received (</font><font style='font-family:Times New Roman;font-size:7.5pt;' >primarily</font><font style='font-family:Times New Roman;font-size:7.5pt;' > cash and U.S. government and agency securities). </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Credit Risk-Related Contingencies. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >In connection wi</font><font style='font-family:Times New Roman;font-size:10pt;' >th certain OTC trading agreements, the Company may be required to provide additional collateral or immediately settle any outstanding liability balances with certain counterparties in the event of a credit rating downgrade of the Company. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Net Derivative </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Liabilities and Collateral Posted.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The following table presents the aggregate </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >fair value of certain derivative contracts that contain credit risk-related contingent features that are in a net liability position for which the Company has posted collateral </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >in the normal course of business.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:360pt;text-align:left;border-color:Black;min-width:360pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#FFFFFF;' ></font></td><td style='width:91.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:11.25pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:360pt;text-align:justify;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:91.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:402pt;text-align:left;border-color:Black;min-width:402pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net derivative liabilities</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:91.5pt;text-align:right;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >28,798</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:402pt;text-align:left;border-color:Black;min-width:402pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Collateral posted</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:91.5pt;text-align:right;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,146</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The additional collateral or termination payments </font><font style='font-family:Times New Roman;font-size:10pt;' >that</font><font style='font-family:Times New Roman;font-size:10pt;' > may be called in the event of a future credit rating downgrade vary by contract and can be based on ratings by either or both of </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Moody&#8217;s Investors Service, Inc. (&#8220;</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Moody&#8217;s&#8221;)</font><font style='font-family:Times New Roman;font-size:10pt;' > and </font><font style='font-family:Times New Roman;font-size:10pt;' >Standard &amp; Poor&#8217;s </font><font style='font-family:Times New Roman;font-size:10pt;' >Ratings Services (&#8220;</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >S&amp;P&#8221;)</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >The table below shows</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > the </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >future potential collateral amounts and termination payments that could be called or required by counterparties or exchange and clearing organizations in the event of one-notch or two-notch downgrade scen</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >arios based on the relevant contractual downgrade triggers. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;color:#000000;' >Incremental Collateral or Termination Payments upon Potential Future Ratings Downgrade.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' > </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' > </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:15pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:360pt;text-align:left;border-color:Black;min-width:360pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#FFFFFF;' ></font></td><td style='width:91.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At March 31, 2016(1)</font></td></tr><tr style='height:11.25pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:360pt;text-align:justify;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:91.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:402pt;text-align:left;border-color:Black;min-width:402pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >One-notch downgrade</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:91.5pt;text-align:right;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,148</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:402pt;text-align:left;border-color:Black;min-width:402pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Two-notch downgrade</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:91.5pt;text-align:right;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,496</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts include </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,666</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million related to bilateral arrangements between the Company and other parties where upon the downgrade of one party, the downgraded party must deliver collateral to the other party. These </font><font style='font-family:Times New Roman;font-size:7.5pt;' >bilateral downgrade arrangements are </font><font style='font-family:Times New Roman;font-size:7.5pt;' >used </font><font style='font-family:Times New Roman;font-size:7.5pt;' >by the Company </font><font style='font-family:Times New Roman;font-size:7.5pt;' >to manage the</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >risk of counterparty</font><font style='font-family:Times New Roman;font-size:7.5pt;' > downgrade</font><font style='font-family:Times New Roman;font-size:7.5pt;' >s</font><font style='font-family:Times New Roman;font-size:7.5pt;' >. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Credit Derivatives and Other Credit Contracts. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company enters into credit derivatives, principally through cred</font><font style='font-family:Times New Roman;font-size:10pt;' >it default swaps, under which it receives or provides protection against the risk of default on a set of debt obligations issued by a specified reference entity or entities. A majority of the Company&#8217;s counterparties are banks, broker-dealers and insurance</font><font style='font-family:Times New Roman;font-size:10pt;' > and other financial institutions. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >N</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >otional and </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >F</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >air </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >V</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >alue of </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >P</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >rotection </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >S</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >old and </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >P</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >rotection </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >P</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >urchased through </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >C</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >redit </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >D</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >efault </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >S</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >waps</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='7' rowspan='1' style='width:273pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:273pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:12pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Protection Sold</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Protection Purchased</font></td></tr><tr style='height:12pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Notional</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value (Asset)/Liability</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Notional</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value (Asset)/Liability</font></td></tr><tr style='height:9.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:273pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:273pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Single name credit default swaps</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >402,123</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,055</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >387,777</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,100)</font></td></tr><tr style='height:12.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Index and basket credit default swaps</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >214,815</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(39)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >181,184</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(193)</font></td></tr><tr style='height:12.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tranched index and basket credit default swaps</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,229</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,143)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >152,476</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,386</font></td></tr><tr style='height:13.5pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >685,167</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(127)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >721,437</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,093</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:273pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:273pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:12pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Protection Sold</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Protection Purchased</font></td></tr><tr style='height:12pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Notional</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value (Asset)/Liability</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Notional</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value (Asset)/Liability</font></td></tr><tr style='height:9.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:273pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:273pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Single name credit default swaps</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >420,806</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,980</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >405,361</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2,079)</font></td></tr><tr style='height:12.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Index and basket credit default swaps</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >199,688</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(102)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >173,936</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(82)</font></td></tr><tr style='height:12.75pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Tranched index and basket credit default swaps</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >69,025</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,093)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149,631</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,122</font></td></tr><tr style='height:13.5pt;' ><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >689,519</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >785</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >728,928</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(39)</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Credit Ratings of Reference Obligation and Maturities of Credit </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Protection </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Sold</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:304.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:304.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:249.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:249.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Maximum Potential Payout/Notional</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(Asset)/</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liability(1)</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:249.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:249.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Years to Maturity</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less&#160;than&#160;1</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >1-3</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >3-5</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over 5</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:304.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:304.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Single name credit default swaps:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:justify;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:justify;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >87,072</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >123,998</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >57,920</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,162</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >282,152</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,367)</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >41,992</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,389</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,907</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,683</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >119,971</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,422</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >129,064</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >176,387</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >80,827</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,845</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >402,123</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,055</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Index and basket credit default swaps:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >32,276</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >59,013</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >45,293</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,020</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >155,602</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,802)</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >53,291</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44,154</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,657</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,340</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >127,442</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >620</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >85,567</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >103,167</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >57,950</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,360</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >283,044</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,182)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total credit default swaps sold </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >214,631</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >279,554</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >138,777</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,205</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >685,167</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(127)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other credit contracts</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >323</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >399</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total credit derivatives and other credit</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >contracts </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >214,658</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >279,598</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >138,782</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,528</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >685,566</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(129)</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:304.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:304.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:249.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:249.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Maximum Potential Payout/Notional</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(Asset)/</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liability(1)</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:249.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:249.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Years to Maturity</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less&#160;than&#160;1</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >1-3</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >3-5</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over 5</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:304.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:304.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Single name credit default swaps:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;text-align:justify;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:justify;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:justify;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >84,543</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >138,467</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63,754</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,906</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >299,670</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,831)</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38,054</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >56,261</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,432</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,389</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >121,136</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,811</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >122,597</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >194,728</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >88,186</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,295</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >420,806</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,980</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Index and basket credit default swaps:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment grade</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >33,507</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >59,403</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >45,505</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,327</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143,742</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,977)</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-investment grade</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,590</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >43,899</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,480</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,002</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >124,971</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >782</font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:177pt;text-align:left;border-color:Black;min-width:177pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86,097</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >103,302</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60,985</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,329</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >268,713</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,195)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total credit default swaps sold</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >208,694</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >298,030</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149,171</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >33,624</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >689,519</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >785</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other credit contracts</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >107</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >332</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >460</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(24)</font></td></tr><tr style='height:12pt;' ><td colspan='3' rowspan='1' style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total credit derivatives and other credit</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:42pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:186pt;text-align:left;border-color:Black;min-width:186pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >contracts</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >208,713</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >298,137</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149,173</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:42pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:42pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >33,956</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >689,979</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >761</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0pt;' >Purchased Credit Protection with Identical Underlying Reference Obligations.</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >&#160;&#160;&#160;&#160;</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For single name </font><font style='font-family:Times New Roman;font-size:10pt;' >and non-tranched </font><font style='font-family:Times New Roman;font-size:10pt;' >index and basket credit default swaps, the Company has purchased protection with a not</font><font style='font-family:Times New Roman;font-size:10pt;' >ional amount of approximately $</font><font style='font-family:Times New Roman;font-size:10pt;' >566.4</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >billion</font><font style='font-family:Times New Roman;font-size:10pt;' > and $</font><font style='font-family:Times New Roman;font-size:10pt;' >577.7</font><font style='font-family:Times New Roman;font-size:10pt;' > billion</font><font style='font-family:Times New Roman;font-size:10pt;' > at </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >and December&#160;31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >,</font><font style='font-family:Times New Roman;font-size:10pt;' > respectively,</font><font style='font-family:Times New Roman;font-size:10pt;' > compared with a not</font><font style='font-family:Times New Roman;font-size:10pt;' >ional amount</font><font style='font-family:Times New Roman;font-size:10pt;' > of approximately $</font><font style='font-family:Times New Roman;font-size:10pt;' >614.9</font><font style='font-family:Times New Roman;font-size:10pt;' > billion and $</font><font style='font-family:Times New Roman;font-size:10pt;' >619.5</font><font style='font-family:Times New Roman;font-size:10pt;' > billion (included in the tables above) </font><font style='font-family:Times New Roman;font-size:10pt;' >at </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >and December&#160;31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, </font><font style='font-family:Times New Roman;font-size:10pt;' >respectively, </font><font style='font-family:Times New Roman;font-size:10pt;' >of credit protection sold with identical un</font><font style='font-family:Times New Roman;font-size:10pt;' >derlying reference obligations. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For further information on credit derivatives and o</font><font style='font-family:Times New Roman;font-size:10pt;' >ther credit contracts, see Note 4 to the consolidated financial statements in the 2015 Form 10-K</font><font style='font-family:Times New Roman;font-size:10pt;' >. </font></p></div> 0.6 215000000 44000000 13810000000 0.53 152476000000 19740000000 116000000 0 0 -0.01 0 0 -5000000 -0.21 2984000000 2688000000 0.012 158000000 48472000000 12322000000 10404000000 114000000 5990000000 288517000000 109000000 0 22907000000 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >6. </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Collateralized Transactions.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company enters into reverse repurchase agreements, repurchase agreements, securities borrowed and securities loaned transactions to, among other things, acquire securities to cover short positions and </font><font style='font-family:Times New Roman;font-size:10pt;' >settle other securities obligations, to accommodate cust</font><font style='font-family:Times New Roman;font-size:10pt;' >omers&#8217; needs and to finance its</font><font style='font-family:Times New Roman;font-size:10pt;' > inventory positions. </font><font style='font-family:Times New Roman;font-size:10pt;' >For further discussion of the Company&#8217;s collateralized transactions, see Note 6 to the consolidated financial statements in the 2015 Form 10-K.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >O</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >ffsetting of Certain Collateralized Transactions.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#FFFFFF;' ></font></td><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td colspan='9' rowspan='1' style='width:291pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:291pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:18pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gross Amounts(1)</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amounts </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Offset</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net Amounts Presented</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amounts Not Offset(2)</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net Exposure</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:171.75pt;text-align:center;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:291pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:291pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Assets</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >159,780</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(61,006)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >98,774</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(96,204)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,570</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities borrowed</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >146,262</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5,849)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >140,413</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(131,872)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,541</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Liabilities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >102,311</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(61,006)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >41,305</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(34,928)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,377</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities loaned</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,989</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5,849)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,140</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(16,849)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >291</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#FFFFFF;' ></font></td><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td colspan='9' rowspan='1' style='width:291pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:291pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:18pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Gross Amounts(1)</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amounts </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Offset</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net Amounts Presented</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Amounts Not Offset(2)</font></td><td style='width:5.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:54pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Net Exposure</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:171.75pt;text-align:center;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:291pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:291pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Assets</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:54pt;text-align:center;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities purchased under agreements to resell</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >135,714</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(48,057)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >87,657</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(84,752)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,905</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities borrowed</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >147,445</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5,029)</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >142,416</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(134,250)</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,166</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:171.75pt;text-align:left;border-color:Black;min-width:171.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Liabilities</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >84,749</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(48,057)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,692</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(31,604)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,088</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:203.25pt;text-align:left;border-color:Black;min-width:203.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities loaned</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,387</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5,029)</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,358</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(18,881)</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:54pt;text-align:right;border-color:Black;min-width:54pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >477</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts include $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >2.5</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of Securities purchased under agreements to resell, $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >4.4</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of Securities borrowed, $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >6.2</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of Securities sold under agreements to repurchase and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >0.1</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion of Securities loaned at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and $2.6 billion of Securities purchased under agreements to resell, $3.0 billion of Securities borrowed and $4</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.9 billion of Securities sold under agreements to repurchase at December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, which are either not subject to master netting agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(</font><font style='font-family:Times New Roman;font-size:7.5pt;' >2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts relate to master netting </font><font style='font-family:Times New Roman;font-size:7.5pt;' >agreements that</font><font style='font-family:Times New Roman;font-size:7.5pt;' > have been determined by the Company to be legally enforceable in the event of default</font><font style='font-family:Times New Roman;font-size:7.5pt;' > but where certain other criteria are not met in accordance with applicable offsetting accounting guidance. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For infor</font><font style='font-family:Times New Roman;font-size:10pt;' >mation related to offsetting of derivatives, see Note 4.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Secured Financing Transactions&#8212;Maturities and Collateral Pledged.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:-0.35pt;' >Gross Secured Financing Balances by Remaining Contractual Maturity.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:216.75pt;text-align:left;border-color:Black;min-width:216.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:19.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:216.75pt;text-align:left;border-color:Black;min-width:216.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Overnight</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >and Open</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less than </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >30 Days</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >30-90 Days</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >90 Days</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:10.5pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:216.75pt;text-align:center;border-color:Black;min-width:216.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase(1)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,220</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,088</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,689</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27,314</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >102,311</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities loaned(1)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,911</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >866</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,241</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,971</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,989</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:225.75pt;text-align:left;border-color:Black;min-width:225.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross amount of secured financing included in the</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:216.75pt;text-align:left;border-color:Black;min-width:216.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >above offsetting disclosure</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >48,131</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,954</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,930</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35,285</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >125,300</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Obligation to return securities received as collateral</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,984</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,984</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >66,115</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,954</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,930</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35,285</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143,284</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:216.75pt;text-align:left;border-color:Black;min-width:216.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:19.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:216.75pt;text-align:left;border-color:Black;min-width:216.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Overnight</font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >and Open</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less than </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >30 Days</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >30-90 Days</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >90 Days</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:10.5pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:216.75pt;text-align:center;border-color:Black;min-width:216.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:264.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:264.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities sold under agreements to repurchase(1)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,410</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,245</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,221</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,873</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >84,749</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities loaned(1)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,247</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >478</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,156</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,506</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,387</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:225.75pt;text-align:left;border-color:Black;min-width:225.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross amount of secured financing included in the</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:216.75pt;text-align:left;border-color:Black;min-width:216.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >above offsetting disclosure</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >32,657</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,723</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,377</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35,379</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109,136</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Obligation to return securities received as collateral</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,316</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,316</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:234.75pt;text-align:left;border-color:Black;min-width:234.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >51,973</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,723</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15,377</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35,379</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >128,452</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts are presented on a gross basis, prior to netting in the condensed consolidated </font><font style='font-family:Times New Roman;font-size:7.5pt;' >balance sheet</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Gross Secured Financing Balances by Class of Collateral Pledged. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31, 2016</font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >December 31, 2015</font></td></tr><tr style='height:9.75pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:328.5pt;text-align:center;border-color:Black;min-width:328.5pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:147.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:147.75pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Securities sold under agreements to repurchase(1)</font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:71.25pt;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:center;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:71.25pt;text-align:center;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >42,323</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36,609</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >State and municipal securities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,151</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >173</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other sovereign government obligations</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,765</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,820</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Asset-backed securities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >356</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >441</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,283</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,020</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate equities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,740</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,473</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >693</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >213</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:337.5pt;text-align:left;border-color:Black;min-width:337.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total securities sold under agreements to repurchase</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >102,311</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >84,749</font></td></tr><tr style='height:6.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:328.5pt;text-align:left;border-color:Black;min-width:328.5pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Securities loaned(1)</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other sovereign government obligations</font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,907</font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,336</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >91</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate equities</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,935</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,972</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:337.5pt;text-align:left;border-color:Black;min-width:337.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total securities loaned</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,989</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,387</font></td></tr><tr style='height:15.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross amount of secured financing included in the above offsetting disclosure</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >125,300</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >109,136</font></td></tr><tr style='height:6.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:328.5pt;text-align:left;border-color:Black;min-width:328.5pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:5pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Obligation to return securities received as collateral</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate equities</font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,981</font></td><td style='width:5.25pt;text-align:left;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,313</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:71.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:337.5pt;text-align:left;border-color:Black;min-width:337.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total obligation to return securities received as collateral</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,984</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >19,316</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:346.5pt;text-align:left;border-color:Black;min-width:346.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143,284</font></td><td style='width:5.25pt;text-align:right;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:71.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:71.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >128,452</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amo</font><font style='font-family:Times New Roman;font-size:7.5pt;' >unts are presented on a gross basis,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > prior to netting</font><font style='font-family:Times New Roman;font-size:7.5pt;' > in the condensed consolidated </font><font style='font-family:Times New Roman;font-size:7.5pt;' >balance sheet</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:-0.35pt;' >Trading Assets Pledged.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:-0.35pt;' >The Company pledges its trading assets to collateralize repurchase agreements and other </font><font style='font-family:Times New Roman;font-size:10pt;' >secured financings. Pledged financial instruments that can be sold or </font><font style='font-family:Times New Roman;font-size:10pt;' >repledged</font><font style='font-family:Times New Roman;font-size:10pt;' > by the secured party are identified as Trading assets (pledged to various parties) in the </font><font style='font-family:Times New Roman;font-size:10pt;' >condensed </font><font style='font-family:Times New Roman;font-size:10pt;' >consolidated </font><font style='font-family:Times New Roman;font-size:10pt;' >balance sheet</font><font style='font-family:Times New Roman;font-size:10pt;' >. At </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >,</font><font style='font-family:Times New Roman;font-size:10pt;' > the carrying value of Trading assets</font><font style='font-family:Times New Roman;font-size:10pt;' > that have been loaned or pledged to counterparties</font><font style='font-family:Times New Roman;font-size:10pt;' >,</font><font style='font-family:Times New Roman;font-size:10pt;' > where those counterparties do not have the right to sell or </font><font style='font-family:Times New Roman;font-size:10pt;' >reple</font><font style='font-family:Times New Roman;font-size:10pt;' >dge</font><font style='font-family:Times New Roman;font-size:10pt;' > the collateral,</font><font style='font-family:Times New Roman;font-size:10pt;' > were $</font><font style='font-family:Times New Roman;font-size:10pt;' >41.9</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >billion and $</font><font style='font-family:Times New Roman;font-size:10pt;' >3</font><font style='font-family:Times New Roman;font-size:10pt;' >5</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font><font style='font-family:Times New Roman;font-size:10pt;' >0</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >billi</font><font style='font-family:Times New Roman;font-size:10pt;' >on, respectively. </font></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Collateral Received.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company receives collateral in the form of securities in connection with reverse repurchase agreements, securities borrowed and derivative transactions, customer margin loans and securities-based lending. In many cases, the </font><font style='font-family:Times New Roman;font-size:10pt;' >Company is permitted to sell or </font><font style='font-family:Times New Roman;font-size:10pt;' >repledge</font><font style='font-family:Times New Roman;font-size:10pt;' > these securities held as collateral and use the securities to secure repurchase agreements, to enter into securities lending and derivative transactions or for delivery to counterparties to cover short positions. Th</font><font style='font-family:Times New Roman;font-size:10pt;' >e Company additionally receives securities as collateral in connection with certain securities-for-securities transactions in which it is the lender. In instances where the Company is permitted to sell or </font><font style='font-family:Times New Roman;font-size:10pt;' >repledge</font><font style='font-family:Times New Roman;font-size:10pt;' > these securities, it reports the fair valu</font><font style='font-family:Times New Roman;font-size:10pt;' >e of the collateral received and the related obligation to return the collateral in its condensed consolidated </font><font style='font-family:Times New Roman;font-size:10pt;' >balance sheet</font><font style='font-family:Times New Roman;font-size:10pt;' >. At </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and December&#160;31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, the total fair value of financial instruments received as collateral where the Co</font><font style='font-family:Times New Roman;font-size:10pt;' >mpany is permitted to sell or </font><font style='font-family:Times New Roman;font-size:10pt;' >repledge</font><font style='font-family:Times New Roman;font-size:10pt;' > the securities was $</font><font style='font-family:Times New Roman;font-size:10pt;' >537.7 </font><font style='font-family:Times New Roman;font-size:10pt;' >billion and $</font><font style='font-family:Times New Roman;font-size:10pt;' >522.6 </font><font style='font-family:Times New Roman;font-size:10pt;' >billion, respectively, and the fair value of the portion that had been sold or </font><font style='font-family:Times New Roman;font-size:10pt;' >repledged</font><font style='font-family:Times New Roman;font-size:10pt;' > was $</font><font style='font-family:Times New Roman;font-size:10pt;' >415.9</font><font style='font-family:Times New Roman;font-size:10pt;' > billion and $</font><font style='font-family:Times New Roman;font-size:10pt;' >398.1 </font><font style='font-family:Times New Roman;font-size:10pt;' >billion, respectively. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Other.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company also eng</font><font style='font-family:Times New Roman;font-size:10pt;' >ages in margin lending to clients that allows the client to borrow against the value of qualifying securities and is included within Customer and other receivables in the condensed consolidated </font><font style='font-family:Times New Roman;font-size:10pt;' >balance sheet</font><font style='font-family:Times New Roman;font-size:10pt;' >. </font><font style='font-family:Times New Roman;font-size:10pt;' >Under these agreements and transactions, the Co</font><font style='font-family:Times New Roman;font-size:10pt;' >mpany receives collateral, including U.S. government and agency securities, other sovereign government obligations, corporate and other debt, and corporate equities. Customer receivables generated from margin lending activities are collateralized by custom</font><font style='font-family:Times New Roman;font-size:10pt;' >er-owned securities held by the Company. The Company monitors required margin levels and established credit terms daily and, pursuant to such guidelines, requires customers to deposit additional collateral, or reduce positions, when necessary. </font><font style='font-family:Times New Roman;font-size:10pt;' >At </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and December&#160;31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, the amounts related to margin lending were approximately $</font><font style='font-family:Times New Roman;font-size:10pt;' >24.6</font><font style='font-family:Times New Roman;font-size:10pt;' > billion and $</font><font style='font-family:Times New Roman;font-size:10pt;' >25.3</font><font style='font-family:Times New Roman;font-size:10pt;' > billion, respectively.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a </font><font style='font-family:Times New Roman;font-size:10pt;' >further discussion of the Company&#8217;s margin lending activities, see Note 6 to the consolidate</font><font style='font-family:Times New Roman;font-size:10pt;' >d financial statements in the 2015 Form 10-K.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company has a</font><font style='font-family:Times New Roman;font-size:10pt;' >dditional secured liabilities. F</font><font style='font-family:Times New Roman;font-size:10pt;' >or further discussion of other secured financings</font><font style='font-family:Times New Roman;font-size:10pt;' >, see</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >Note 10. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Cash and Securities Deposited with Clearing Organizations or Segregated.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:300.75pt;text-align:left;border-color:Black;min-width:300.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#FFFFFF;' ></font></td><td style='width:70.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31, 2016</font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:70.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >December 31, 2015</font></td></tr><tr style='height:11.25pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:300.75pt;text-align:justify;border-color:Black;min-width:300.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:151.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:342.75pt;text-align:left;border-color:Black;min-width:342.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securities(1) </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:70.5pt;text-align:right;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18,909</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:70.5pt;text-align:right;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,390</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:342.75pt;text-align:left;border-color:Black;min-width:342.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8213;Cash deposited with clearing organizations or segregated under</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:70.5pt;text-align:left;border-color:Black;min-width:70.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:70.5pt;text-align:left;border-color:Black;min-width:70.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:332.25pt;text-align:left;border-color:Black;min-width:332.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >federal and other regulations or requirements</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:70.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,808</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:70.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,469</font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:316.5pt;text-align:left;border-color:Black;min-width:316.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:70.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >50,717</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:70.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:70.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >45,859</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><ul><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >Securities deposited with clearing organizations or segregated under federal and other regulations or requirements are sourced from Securities purchased under agreements to resell and Trading assets in the </font><font style='font-family:Times New Roman;font-size:7.5pt;' >condensed </font><font style='font-family:Times New Roman;font-size:7.5pt;' >consolidated </font><font style='font-family:Times New Roman;font-size:7.5pt;' >balance sheet</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></li></ul></div> -761000000 <div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:218.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:218.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:27.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Amortized Cost </font></td><td style='width:7.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Gains</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td><td style='width:7.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='8' rowspan='1' style='width:229.5pt;text-align:center;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:left;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS debt securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:282pt;text-align:left;border-color:Black;min-width:282pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,808</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >151</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,958</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities(1)</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,662</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >127</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,754</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >53,470</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >278</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >36</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >53,712</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:282pt;text-align:justify;border-color:Black;min-width:282pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commercial mortgage-backed securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:257.25pt;text-align:center;border-color:Black;min-width:257.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Agency</font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,154</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,120</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:257.25pt;text-align:center;border-color:Black;min-width:257.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-agency</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,164</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,173</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Auto loan asset-backed securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,328</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,329</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate bonds</font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,930</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >47</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,970</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Collateralized loan obligations</font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >502</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >492</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >FFELP student loan asset-backed securities(2)</font></td><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,489</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >127</font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,362</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total corporate and other debt</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,567</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >76</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >197</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,446</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS debt securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,037</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >354</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >233</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,158</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:justify;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS equity securities </font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,052</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >354</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >239</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >68,167</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:left;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >HTM securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:282pt;text-align:left;border-color:Black;min-width:282pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,953</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,963</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities(1)</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,472</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,515</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total HTM securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,425</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >54</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,478</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:justify;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total Investment securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77,477</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >408</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >240</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >77,645</font></td></tr><tr style='height:6.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='12' rowspan='1' style='width:511.5pt;text-align:left;border-color:Black;min-width:511.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:218.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:218.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:27.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Amortized Cost </font></td><td style='width:7.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Gains</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Gross Unrealized Losses</font></td><td style='width:7.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Fair Value </font></td></tr><tr style='height:11.25pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='8' rowspan='1' style='width:229.5pt;text-align:center;border-color:Black;min-width:229.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:left;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS debt securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:282pt;text-align:left;border-color:Black;min-width:282pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government and agency securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,555</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31,417</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities(1)</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,103</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >29</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >156</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,976</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:left;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total U.S. government and agency securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,658</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >299</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,393</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:282pt;text-align:justify;border-color:Black;min-width:282pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate and other debt:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commercial mortgage-backed securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:257.25pt;text-align:center;border-color:Black;min-width:257.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Agency</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,906</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,847</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:257.25pt;text-align:center;border-color:Black;min-width:257.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-agency</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,220</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,198</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Auto loan asset-backed securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,556</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,547</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate bonds</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,780</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >30</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,755</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Collateralized loan obligations</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >502</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >495</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:left;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >FFELP student loan asset-backed securities(2)</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,632</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >115</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,517</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:left;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:244.5pt;text-align:justify;border-color:Black;min-width:244.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total corporate and other debt</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,596</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >246</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,359</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:left;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS debt securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >67,254</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >43</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >545</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >66,752</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:justify;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >AFS equity securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total AFS securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >67,269</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >43</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >553</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >66,759</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:left;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >HTM securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='4' rowspan='1' style='width:282pt;text-align:left;border-color:Black;min-width:282pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. government securities:</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. Treasury securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,001</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >998</font></td></tr><tr style='height:12.75pt;' ><td style='width:12.75pt;text-align:justify;border-color:Black;min-width:12.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:12pt;text-align:justify;border-color:Black;min-width:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:270pt;text-align:justify;border-color:Black;min-width:270pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency securities(1)</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,223</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,190</font></td></tr><tr style='height:12.75pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:center;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total HTM securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Arial;font-size:8pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,224</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,188</font></td></tr><tr style='height:16.5pt;' ><td colspan='5' rowspan='1' style='width:294.75pt;text-align:justify;border-color:Black;min-width:294.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total Investment securities</font></td><td style='width:11.25pt;text-align:center;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72,493</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >590</font></td><td style='width:7.5pt;text-align:center;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71,947</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >______________</font></p><ul><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >U.S. agency securities consist mainly</font><font style='font-family:Times New Roman;font-size:7.5pt;' > of agency-issued debt, agency mortgage pass-through pool securities and collateralized mortgage obligations</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></li><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >FFELP&#8212;Federal Family Education Loan Program. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts are backed by a guarantee from the U.S. Department of Education of at least </font><font style='font-family:Times New Roman;font-size:7.5pt;' >95</font><font style='font-family:Times New Roman;font-size:7.5pt;' >% of the principal balance and interest on such loans.</font></li></ul><p style='text-align:justify;line-height:12pt;' ></p></div> -61800000000 329000000 99000000 173000000 976000000 99500000000 539000000 2861000000 13528000000 0 0.012 998000000 0 0 0.04 0 3388000000 0 265707000000 132000000 160000000 4000000 12177000000 569403000000 1292000000 1136000000 3000000 0 71464000000 14446000000 25000000 15000000 3505000000 30000000 245000000 683000000 0 0 -139000000 15835000000 2394000000 1798000000 0 11000000 27506000000 400000000 324595000000 13236000000 <div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:348.75pt;text-align:left;border-color:Black;min-width:348.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:102pt;text-align:center;border-color:Black;min-width:102pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:11.25pt;' ><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:348.75pt;text-align:left;border-color:Black;min-width:348.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:102pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:102pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:348.75pt;text-align:left;border-color:Black;min-width:348.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:47.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:10.5pt;' ><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:348.75pt;text-align:left;border-color:Black;min-width:348.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:102pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:102pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:365.25pt;text-align:center;border-color:Black;min-width:365.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross realized gains</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >29</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:365.25pt;text-align:center;border-color:Black;min-width:365.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Gross realized (losses)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(4)</font></td></tr><tr style='height:13.5pt;' ><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Arial;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td style='width:348.75pt;text-align:justify;border-color:Black;min-width:348.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:47.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25</font></td></tr></table></div> 1000000 0 3362000000 103000000 452000000 -0.08 2153000000 <div><table style='border-collapse:collapse;' ><tr style='height:9.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:131.25pt;text-align:center;border-color:Black;min-width:131.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:10.5pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:131.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:131.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:justify;border-color:Black;min-width:20.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:justify;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9pt;' ><td style='width:14.25pt;text-align:justify;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:justify;border-color:Black;min-width:20.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:justify;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:131.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:131.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(in millions, except for per share data)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:359.25pt;text-align:justify;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Basic EPS:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,160</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,468</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,157</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,463</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income applicable to noncontrolling interests</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >69</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net income applicable to Morgan Stanley</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,134</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,394</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Calibri;font-size:11pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Less: Preferred dividends</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:11pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(78)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:11pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(78)</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Calibri;font-size:11pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Less: Allocation of (earnings) loss to participating RSUs(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:11pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:11pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Earnings applicable to Morgan Stanley common shareholders</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,055</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,314</font></td></tr><tr style='height:16.5pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Calibri;font-size:11pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Weighted average common shares outstanding</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,883</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,924</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:359.25pt;text-align:justify;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Earnings per basic common share:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.56</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.21</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(0.01)</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Earnings per basic common share</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.56</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.20</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:double;border-top-width:3;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:double;border-top-width:3;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:1pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:359.25pt;text-align:justify;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Diluted EPS:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:left;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Earnings applicable to Morgan Stanley common shareholders</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,055</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,314</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Weighted average common shares outstanding</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,883</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,924</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Effect of dilutive securities:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Stock options and RSUs(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >32</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Weighted average common shares outstanding and common stock equivalents</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,915</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,963</font></td></tr><tr style='height:5.25pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:359.25pt;text-align:left;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Earnings per diluted common share:</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:justify;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:4pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income from continuing operations</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.55</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.18</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:345pt;text-align:left;border-color:Black;min-width:345pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Income (loss) from discontinued operations</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td style='width:14.25pt;text-align:left;border-color:Black;min-width:14.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:20.25pt;text-align:left;border-color:Black;min-width:20.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:324.75pt;text-align:left;border-color:Black;min-width:324.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Earnings per diluted common share</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >0.55</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1.18</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Restricted stock units (&#8220;RSUs&#8221;)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > that are considered participating securities participate in all of the earnings of the Company in the computation of basic EPS, and, therefore, such RSUs are not included as incremental shares in the diluted calculation. </font></p><p style='text-align:justify;line-height:12pt;' ></p></div> 19020000000 0 194728000000 3943566000000 -1064000000 340573000000 39000000 6020000000 2431000000 25873000000 54800000 5000000 0 4575000000 34256000000 0 17160000000 1349000000 519000000 0 17618000000 179000000 0 35000000 11000000 17000000 -31000000 0 1000000 20863000000 19000000 5059000000 0 97000000 20000000 -3000000 -2000000 0.33 175000000 296000000 14000000 0 5000000 0 59000000 267000000 11117000000 -0.01 0.59 364000000 1 0.08 60000000 486000000 1160000000 61000000 900000000 70000000 80550000000 8515000000 0 4613000000 1000000 590000000 12906000000 0 13000000 0 34210000000 0 55000000 23665000000 42447000000 0 46000000 6000000 0 68000000 711281000000 0.08 0.1 0 0 10364322000000 332000000 0 187000000 31000000 17000000 1000000 0 7644000000 -128000000 -24000000 25000000 9000000 0 41000000 0 -1000000 9 -54000000 27000000 1963000000 7472000000 0.265 30841000000 0 5936000000 643000000 224000000 424488000000 326044000000 1084000000 19000000 13000000 0 -17000000 -324000000 76184000000 21528000000 0 903000000 0 0 787000000 125000000 0 0 37000000 83000000 6000000 430000000 1000000 0 0 0 13000000 0 -46000000 0 361000000 0.08 5000000 13559000000 344000000 0 76000000 7715000000 72000000 0 829000000 -2289000000 19435000000 6054000000 115766000000 0 0.07 460000000 19000000 3306000000 3517000000 245000000 42000000 99000000 13862000000 1139000000 4319000000 7000000 305000000 149060000000 26567000000 0.99 14390000000 135000000 71983000000 0 35379000000 898000000 1000000 0 40823000000 0 128520000000 23545000000 0 310000000 0 47879000000 3840000000 11225000000 542000000 11601000000 10254000000 15480000000 0.15 0.43 487000000 34000000 149445000000 0.93 0 0.2 9907000000 0.06 75466000000 1204000000 35379000000 0 12900000000 98219000000 34256000000 86837000000 0 0 494000000 339000000 6185000000 224000000 0 653000000 0 -139000000 764000000 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >17.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Employee Benefit Plans.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font><font style='font-family:Times New Roman;font-size:12pt;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company sponsors various retirement plans for the majority of its </font><font style='font-family:Times New Roman;font-size:10pt;' >U.S.</font><font style='font-family:Times New Roman;font-size:10pt;' > and non-U.S. employees. The Company provides certain other postretirement benefits, primarily health care and life insurance, to eligible </font><font style='font-family:Times New Roman;font-size:10pt;' >U.S.</font><font style='font-family:Times New Roman;font-size:10pt;' > employees. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Components of Net Periodic Benefit Expense (Income) for Pension and Other </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >P</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >ostretirement </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >P</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >lans. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:10.5pt;' ><td style='width:21.75pt;text-align:left;border-color:Black;min-width:21.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:359.25pt;text-align:left;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;text-align:center;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:10.5pt;' ><td style='width:21.75pt;text-align:left;border-color:Black;min-width:21.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:359.25pt;text-align:left;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:21.75pt;text-align:left;border-color:Black;min-width:21.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:359.25pt;text-align:left;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:51pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:51pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:8.25pt;' ><td style='width:21.75pt;text-align:left;border-color:Black;min-width:21.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:359.25pt;text-align:left;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:108.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:108.75pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(dollars&#160;in&#160;millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:381pt;text-align:left;border-color:Black;min-width:381pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Service cost, benefits earned during the period </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:381pt;text-align:left;border-color:Black;min-width:381pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Interest cost on projected benefit obligation </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >39</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:381pt;text-align:left;border-color:Black;min-width:381pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Expected return on plan assets </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(30)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(30)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:381pt;text-align:left;border-color:Black;min-width:381pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net amortization of prior service credit </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(4)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:381pt;text-align:left;border-color:Black;min-width:381pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net amortization of actuarial loss </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:51pt;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td></tr><tr style='height:13.5pt;' ><td style='width:21.75pt;text-align:left;border-color:Black;min-width:21.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:359.25pt;text-align:left;border-color:Black;min-width:359.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net periodic benefit expense </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:51pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:51pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td></tr></table></div> -3000000 75566000000 240000000 311000000 186626000000 -2122000000 427876000000 20000000 -0.01 15086000000 881000000 901000000 461000000 10000000 -5000000 18909000000 103302000000 9 0.009 0 10553000000 0 151000000 7064000000 0 -1000000 -12000000 0 0.065 6839000000 28000000 0 13000000 0 -100000000 -10000000 0 34000000 0 2000000 0 0 292000000 -844000000 73000000 0 2000000 151000000 1798000000 0 0.35 0.42 0.04 0 23000000 5682322000000 0.0095 0 291000000 0.015 149000000 76000000 0 0 0.31 134250000000 645000000 1300000000 4030039000000 6377000000 1 41305000000 46984000000 16972000000 109000000 29000000 156163000000 1277000000 0 1456000000 9955000000 0 507000000 38552000000 3000000 31000000 1792000000 39000000 50000000 5000000 0 62000000 125000000 23554000000 0 13778284000000 64788000000 1527000000 508000000 0 -8000000 138000000 -2000000 213000000 -59000000 0 -48000000 -9000000 5000000 0 0 0 4000000 0.25 0 0.1 50000000 49000000 65177000000 230000000 0 0 33000000 0 391593000000 575820000000 219000000 14739000000 392000000 466000000 148000000 9311000000 578000000 0 67000000 285000000 365000000 15000000 0 0 -69000000 169000000 141000000 -43000000 0 0.29 9 0.05 0 4434000000 1292000000 149342000000 0 1372605000000 0 0 384162000000 0 151000000 60566000000 23000000 1137000000 7792000000 0 3236000000 777000000 25000 315000000 613000000 415000000 -0.39 693000000 17000000000 395000000 183000000 1170000000 1000000 1000000 314379000000 0 0.37 0 0.094 405000000 68167000000 0.43 0 0 -0.4 818000000 0.05 0.8 10143000000 0.72 0 3910000000 25000000 539000000 106000000 24382000000 343000000 3683000000 -19000000 25000 7000000 0.05 0 2267000000 68167000000 74000000 39000000 0 85984000000 65000000 0.08 14095000000 0000895421 4630000000 33045000000 0 205000000 35000000 0 319000000 495000000 34000000 422000000 69000000 <div><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >14.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > Total Equit</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >y.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Dividends and </font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >Share Repurchases. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >During the quarter</font><font style='font-family:Times New Roman;font-size:10pt;' >s</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >ended </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016 and 2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, the Co</font><font style='font-family:Times New Roman;font-size:10pt;' >mpany repurchased approximately $</font><font style='font-family:Times New Roman;font-size:10pt;' >625</font><font style='font-family:Times New Roman;font-size:10pt;' > million </font><font style='font-family:Times New Roman;font-size:10pt;' >and $</font><font style='font-family:Times New Roman;font-size:10pt;' >250</font><font style='font-family:Times New Roman;font-size:10pt;' > million, respectively, of the Company&#8217;s outstanding common stock as part of its share repurchase program. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a description of the share repurchase program, </font><font style='font-family:Times New Roman;font-size:10pt;' >see Note 15 to the consolidated financial s</font><font style='font-family:Times New Roman;font-size:10pt;' >tatements in the 2015 Form 10-K.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Preferred Stock.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a description of Series A through Series J preferred stock issuances, see Note 15 to the consolidated financial statements in the 2015 Form 10-K. </font><font style='font-family:Times New Roman;font-size:10pt;' >During t</font><font style='font-family:Times New Roman;font-size:10pt;' >he quarters ended March 31, 2016 and 2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, dividends declared on the Company&#8217;s outs</font><font style='font-family:Times New Roman;font-size:10pt;' >tanding preferr</font><font style='font-family:Times New Roman;font-size:10pt;' >ed stock were $</font><font style='font-family:Times New Roman;font-size:10pt;' >78</font><font style='font-family:Times New Roman;font-size:10pt;' > million.</font><font style='font-family:Times New Roman;font-size:10pt;' > The Company is authorized to issue </font><font style='font-family:Times New Roman;font-size:10pt;' >30</font><font style='font-family:Times New Roman;font-size:10pt;' >&#160;million shares of preferred stock. The preferred stock has a preference over the common stock upon liquidation. </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:354pt;text-align:left;border-color:Black;min-width:354pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Preferred Stock Outstanding</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >.</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;text-align:left;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;text-align:left;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:186.75pt;text-align:left;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:81.75pt;text-align:left;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;text-align:left;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;text-align:left;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:186.75pt;text-align:left;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:81.75pt;text-align:center;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Shares</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:134.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Carrying Value</font></td></tr><tr style='height:9.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:186.75pt;text-align:left;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:81.75pt;text-align:center;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > Outstanding </font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Liquidation</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At</font></td><td style='width:8.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At</font></td></tr><tr style='height:9.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:186.75pt;text-align:left;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:81.75pt;text-align:center;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31,</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Preference</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;text-align:center;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;text-align:center;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >December 31,</font></td></tr><tr style='height:9.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Series</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:81.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >per Share</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:63pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:11.25pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:186.75pt;text-align:left;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:center;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(shares in millions)</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:134.25pt;text-align:center;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >A</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,100</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,100</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >C(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >519,882</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >408</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >408</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >E</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,500</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >862</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >862</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >F</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >34,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >850</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >850</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >G</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >500</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >500</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >H</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,300</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,300</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >I</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,000</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:202.5pt;text-align:left;border-color:Black;min-width:202.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >J</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,000</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,500</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:63pt;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,500</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:186.75pt;text-align:left;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:81.75pt;text-align:right;border-color:Black;min-width:81.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,520</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:63pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:63pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,520</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1</font><font style='font-family:Times New Roman;font-size:7.5pt;' >)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Series C is compri</font><font style='font-family:Times New Roman;font-size:7.5pt;' >sed of the issuance of </font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,160,791 </font><font style='font-family:Times New Roman;font-size:7.5pt;' >shares of Series C Preferred Stock to </font><font style='font-family:Times New Roman;font-size:7.5pt;' >MUFG</font><font style='font-family:Times New Roman;font-size:7.5pt;' > for an aggregate purchase price of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >911</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million, less the redemption of </font><font style='font-family:Times New Roman;font-size:7.5pt;' >640,909</font><font style='font-family:Times New Roman;font-size:7.5pt;' > shares of Series C Preferred Stock of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >5</font><font style='font-family:Times New Roman;font-size:7.5pt;' >03</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million, which were converted to common shares of </font><font style='font-family:Times New Roman;font-size:7.5pt;' >approximately </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >705</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company&#8217;s preferred stock qualifies as Tier 1 capital in accordance with regulatory capital requirements (see Note </font><font style='font-family:Times New Roman;font-size:10pt;' >13</font><font style='font-family:Times New Roman;font-size:10pt;' >). </font></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Accumulated Other Comprehensive Income (Loss).</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='14' rowspan='1' style='width:502.5pt;text-align:left;border-color:Black;min-width:502.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Changes in AOCI by Component, Net of Tax and Noncontrolling Interests. </font></td></tr><tr style='height:3.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:148.5pt;text-align:left;border-color:Black;min-width:148.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:56.25pt;text-align:left;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:56.25pt;text-align:left;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:56.25pt;text-align:left;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:56.25pt;text-align:left;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:56.25pt;text-align:left;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td></tr><tr style='height:44.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Foreign Currency Translation Adjustments</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Change in Net Unrealized Gains (Losses) on AFS Securities</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Pensions, Postretirement and Other</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Debt Valuation Adjustment</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:justify;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:314.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:314.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at December 31, 2015</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(963)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(319)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(374)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,656)</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Cumulative adjustment for accounting </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:148.5pt;text-align:left;border-color:Black;min-width:148.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >change related to DVA(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(312)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(312)</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Change in OCI before reclassifications</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >132</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >402</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >228</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >764</font></td></tr><tr style='height:11.25pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Amounts reclassified from AOCI(2)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(7)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(26)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(34)</font></td></tr><tr style='height:12pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net OCI during the period</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >132</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >395</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >202</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >730</font></td></tr><tr style='height:13.5pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at March 31, 2016</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(831)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >76</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(373)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(110)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,238)</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at December 31, 2014</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(663)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(73)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(512)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,248)</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Change in OCI before reclassifications</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(220)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >215</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td></tr><tr style='height:11.25pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Amounts reclassified from AOCI </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(15)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(13)</font></td></tr><tr style='height:12pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net OCI during the period</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(220)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >200</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(18)</font></td></tr><tr style='height:13.5pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at March 31, 2015</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(883)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >127</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(510)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,266)</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >___________</font></p><ul><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >In accordance with the early adoption of a provision of the accounting update </font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >Recognition and Measurement of Financial Assets and Financial Liabilities</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, a cumulative catch up adjustment was recorded as of January 1, 2016 to move the cumulative DVA amount, net of noncontrolling interest and tax, related to outstanding liabilities under the fair value option election from Retained earnings into AOCI. See N</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ote 2 for further information.</font></li><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts reclassified from AOCI in the quarter ended </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > are </font><font style='font-family:Times New Roman;font-size:7.5pt;' >principally</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >due to the realization of DVA upon early retirement of the associated instruments and are recognized within Trading revenues in the condens</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ed consolidated statements of income. The associated tax impact in Provision for (benefit from) income taxes was $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >(15)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million. See No</font><font style='font-family:Times New Roman;font-size:7.5pt;' >te 2 for further information.</font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company had no </font><font style='font-family:Times New Roman;font-size:10pt;' >significant reclassifications</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >out of </font><font style='font-family:Times New Roman;font-size:10pt;' >AOCI</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >for the quarters ended </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016 and 2015</font><font style='font-family:Times New Roman;font-size:10pt;' >. </font></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Noncontrolling</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' > Interests.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Noncontrolling</font><font style='font-family:Times New Roman;font-size:10pt;' > interests were $</font><font style='font-family:Times New Roman;font-size:10pt;' >1,165</font><font style='font-family:Times New Roman;font-size:10pt;' > million and $</font><font style='font-family:Times New Roman;font-size:10pt;' >1,002</font><font style='font-family:Times New Roman;font-size:10pt;' > million at </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >and December 31, </font><font style='font-family:Times New Roman;font-size:10pt;' >2015</font><font style='font-family:Times New Roman;font-size:10pt;' >, respectively. </font><font style='font-family:Times New Roman;font-size:10pt;' >The increase in </font><font style='font-family:Times New Roman;font-size:10pt;' >noncontrolling</font><font style='font-family:Times New Roman;font-size:10pt;' > interests was primarily due to the consolidation of certain legal entities associated with merchant banking</font><font style='font-family:Times New Roman;font-size:10pt;' > funds sponsored by the Company. </font><font style='font-family:Times New Roman;font-size:10pt;' >See Note 2 for further information on the adoption of the accounting update </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Amendment</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >s to the Consolidation Analysi</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >s</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p></div> 0 0.66 459000000 132000000 <div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:153pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:153pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Carrying value of assets derecognized at the time of sale and gross cash proceeds</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,020</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,878</font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Fair value of assets sold</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,248</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,935</font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Fair value of derivative assets recognized in the condensed consolidated</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >balance sheet</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >235</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >97</font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Fair value of derivative liabilities recognized in the condensed consolidated</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:334.5pt;text-align:justify;border-color:Black;min-width:334.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >balance sheet</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >40</font></td></tr></table></div> 0 2121000000 1000000 109000000 79418000000 0.15 157591000000 0 <div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='13' rowspan='1' style='width:480pt;text-align:left;border-color:Black;min-width:480pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Assets and Liabilities Measured at Fair Value on a Non-Recurring Basis.</font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:50.25pt;text-align:left;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:49.5pt;text-align:left;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:49.5pt;text-align:left;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:50.25pt;text-align:left;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:85.5pt;text-align:left;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td></tr><tr style='height:9pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:left;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:162.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:162.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value by Level</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:left;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:left;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:center;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:left;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:center;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > Gains (Losses)</font></td></tr><tr style='height:9pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Carrying</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:center;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > for the</font></td></tr><tr style='height:9pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Value at</font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:85.5pt;text-align:center;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:10.5pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:center;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:85.5pt;text-align:center;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:justify;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:justify;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 1</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 2</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 3</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:85.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016(1)</font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:312pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:312pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Assets:</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:49.5pt;text-align:center;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:85.5pt;text-align:left;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans(2)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,515</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,359</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,156</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:85.5pt;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(80)</font></td></tr><tr style='height:14.25pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8212;Other investments(3)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(3)</font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8212;Premises, equipment</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >and software costs(4)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total assets</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,542</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,359</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,183</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:85.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(88)</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Liabilities:</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:85.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:150.75pt;text-align:left;border-color:Black;min-width:150.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other liabilities and accrued</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:49.5pt;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:85.5pt;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:16.5pt;text-align:left;border-color:Black;min-width:16.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:134.25pt;text-align:left;border-color:Black;min-width:134.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >expenses(2)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >459</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >379</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >80</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:85.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(20)</font></td></tr><tr style='height:13.5pt;' ><td colspan='3' rowspan='1' style='width:161.25pt;text-align:left;border-color:Black;min-width:161.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total liabilities</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >459</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:49.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:49.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >379</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >80</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:85.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:85.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(20)</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:50.25pt;text-align:left;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:48.75pt;text-align:left;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:82.5pt;text-align:left;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#FFFFFF;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:165.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:165.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Fair Value by Level</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:left;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:left;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > Gains (Losses)</font></td></tr><tr style='height:9pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Carrying</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >for the</font></td></tr><tr style='height:9pt;' ><td style='width:13.5pt;text-align:justify;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Value at</font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:82.5pt;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:9pt;' ><td style='width:13.5pt;text-align:justify;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:82.5pt;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td style='width:13.5pt;text-align:justify;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 1</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 2</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:53.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Level 3</font></td><td style='width:6.75pt;text-align:justify;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:82.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015(1)</font></td></tr><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:justify;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:315pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:315pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:163.5pt;text-align:justify;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Assets:</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:50.25pt;text-align:center;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:48.75pt;text-align:center;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:53.25pt;text-align:center;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:6.75pt;text-align:center;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:82.5pt;text-align:center;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans(2)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,346</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,521</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >825</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:82.5pt;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(24)</font></td></tr><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8212;Other investments(3)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td></tr><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets&#8212;Premises, equipment</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:left;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > and software costs(4)</font></td><td style='width:6.75pt;text-align:left;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > software costs(5)</font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(19)</font></td></tr><tr style='height:11.25pt;' ><td colspan='2' rowspan='1' style='width:163.5pt;text-align:left;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total assets</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,381</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,521</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >860</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:82.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(45)</font></td></tr><tr style='height:15.75pt;' ><td colspan='2' rowspan='1' style='width:163.5pt;text-align:left;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Liabilities:</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:82.5pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other liabilities and accrued</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:50.25pt;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:48.75pt;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:53.25pt;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:82.5pt;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:13.5pt;text-align:left;border-color:Black;min-width:13.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:150pt;text-align:left;border-color:Black;min-width:150pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > expenses(2)</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >245</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >203</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >42</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:82.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(7)</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:163.5pt;text-align:left;border-color:Black;min-width:163.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total liabilities</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >245</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:50.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:50.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#9472;</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:48.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:48.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >203</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:53.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:53.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >42</font></td><td style='width:6.75pt;text-align:right;border-color:Black;min-width:6.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:82.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:82.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(7)</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >___________________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > C</font><font style='font-family:Times New Roman;font-size:7.5pt;' >hanges in the fair value of Loans and losses related to </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Other</font><font style='font-family:Times New Roman;font-size:7.5pt;' > assets&#8212;Other investments are recorded within Other revenues in the condensed consolidated statements of income. Losses related to </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Other</font><font style='font-family:Times New Roman;font-size:7.5pt;' > assets&#8212;Premises, equipment and software costs are recorded within Other expenses if not held for sale and within O</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ther revenues if held for sale. </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Changes in the fair value of lending commitments reported in </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Other</font><font style='font-family:Times New Roman;font-size:7.5pt;' > liabilities and accrued expenses that are designated as held for sale are recorded within Other revenues, whereas, changes in the fair value related to held for investment lending commitments are r</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ecorded within Other expenses.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >Non-</font><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' >recurring changes in the fair value of loans and lending commitments held for investment were calculated using the value of the underlying collateral. Loans and lending commitments held for sale were calculated using recently executed transactions; market price quotations; valuation models that incorporate market observable inputs where possible, such as comparable loan or debt prices and credit default swap spread levels adjusted for any basis difference between cash and derivative instruments; or default recovery analysis where such transactions and quotations are unobservable.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Losses related to </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Other</font><font style='font-family:Times New Roman;font-size:7.5pt;' > assets&#8212;</font><font style='font-family:Times New Roman;font-size:7.5pt;' >Other investments were determined primarily using discounted cash flow models and methodologies that incorporate multiples of certain </font><font style='font-family:Times New Roman;font-size:7.5pt;' >comparable companies.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(4) Losses related to </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Other assets&#8212;</font><font style='font-family:Times New Roman;font-size:7.5pt;' >Premises, equipment and software costs were determined primarily using a default recovery analysis. </font></p></div> 5049000000 1129000000 0.5 5029000000 7000000 11000000 295000000 -1238000000 0 51000000 0 15000000 -1832000000 275000000 354000000 0.05 2775000000 14000000 3651000000 478000000 2156000000 7878000000 97000000 4575000000 5361000000 25000 13200000000 22867000000 20410000000 25723000000 898000000 6021000000 140314000000 0 128520000000 23545000000 22000000 0 21267000000 2493000000 1505000000 0 0 0 0 14670686000000 40289000000 2111000000 6163000000 21000000 -963000000 -5000000 0 0 -20000000 0 0 98000000 14000000 4891000000 5000000 11911000000 21475000000 321000000 2861000000 1002000000 414000000 2000000 237000000 887000000 240000000 181184000000 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >11.&#160;&#160;&#160;&#160;Commitments, Guarantees and Contingencies.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Commitments. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company&#8217;s</font><font style='font-family:Times New Roman;font-size:10pt;' > commitments are summarized below by years to maturity. Since commitments associated with these instruments may expire unused,</font><font style='font-family:Times New Roman;font-size:10pt;' > the amounts shown do not necessarily reflect the actual future cash funding requirements.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Commitments.</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:180pt;text-align:center;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:64.5pt;text-align:left;border-color:Black;min-width:64.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:180pt;text-align:center;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:64.5pt;text-align:left;border-color:Black;min-width:64.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:10.5pt;' ><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:180pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Years to Maturity at March 31, 2016</font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:64.5pt;text-align:left;border-color:Black;min-width:64.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:9pt;' ><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:64.5pt;text-align:center;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' > than&#160;1</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >1-3</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >3-5</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over&#160;5</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:64.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:253.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:253.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Letters of credit and other financial guarantees</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >obtained to satisfy collateral requirements </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >114</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >106</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:64.5pt;text-align:right;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >220</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Investment activities </font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >550</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >107</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >302</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >975</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate lending commitments(1)</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,000</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,758</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >47,655</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,315</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >93,728</font></td></tr><tr style='height:12pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Consumer lending commitments</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,059</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,066</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Residential real estate lending commitments</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >83</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >241</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >430</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Wholesale real estate lending commitments</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >86</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >271</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >29</font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >406</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Forward-starting reverse repurchase agreements and </font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:37.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:64.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >securities borrowing agreements(2)(3)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >48,472</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;text-align:right;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >48,472</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:240pt;text-align:left;border-color:Black;min-width:240pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Underwriting commitments </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >148</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:37.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:64.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >148</font></td></tr><tr style='height:13.5pt;' ><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:224.25pt;text-align:left;border-color:Black;min-width:224.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >71,464</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,210</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >47,774</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:37.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:37.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,997</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:64.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:64.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149,445</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;line-height:6pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >Due to the nature of the Company&#8217;s obligations under the commitments, these amounts include certain commitments participated to third parties of $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >4.1</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(</font><font style='font-family:Times New Roman;font-size:7.5pt;' >2</font><font style='font-family:Times New Roman;font-size:7.5pt;' >)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > The Company enters into forward</font><font style='font-family:Times New Roman;font-size:7.5pt;' >-</font><font style='font-family:Times New Roman;font-size:7.5pt;' >starting reverse repurchase and securities borrowing </font><font style='font-family:Times New Roman;font-size:7.5pt;' >agreements that </font><font style='font-family:Times New Roman;font-size:7.5pt;' >primarily settle within three business days of the trade date, and of the total amount at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >41.6</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion settled within three business days.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > In addition, the Company </font><font style='font-family:Times New Roman;font-size:7.5pt;' >has a contingent </font><font style='font-family:Times New Roman;font-size:7.5pt;' >obligation to provide financing to a clearinghouse through which it clears certain transactions. The financing is required only upon the default of a clearinghouse member. The financing takes the form of a reverse repurchase facility, with a maximum amount</font><font style='font-family:Times New Roman;font-size:7.5pt;' > of approximately $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >2.2</font><font style='font-family:Times New Roman;font-size:7.5pt;' > billion.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a further description of these commitments, refer to Note 12 to the consolidated financial statements in the 2015 Form 10-K.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company sponsors several non-consolidated investment funds for thir</font><font style='font-family:Times New Roman;font-size:10pt;' >d-party investors where </font><font style='font-family:Times New Roman;font-size:10pt;' >it</font><font style='font-family:Times New Roman;font-size:10pt;' > typically acts as general partner of, and investment</font><font style='font-family:Times New Roman;font-size:10pt;' > advisor to, these funds and typically commits to invest a minority of the capital of such funds, with subscribing third-party investors contributing the majority. The Company&#8217;s</font><font style='font-family:Times New Roman;font-size:10pt;' > employees, including its senior officers as well as the Company&#8217;s Board of Directors, may participate on the same terms and conditions as other investors in certain of these funds that the Company forms </font><font style='font-family:Times New Roman;font-size:10pt;' >primarily for client investment, except that the Com</font><font style='font-family:Times New Roman;font-size:10pt;' >pany may waive or lower applicable fees and charges for its employees.&#160;The Company has contractual capital commitments, guarantees, lending facilities and counterparty arrangements with respect to these investment funds</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Guarantees.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Obligations Under Guarantee Arrangements at </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' > </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:13.5pt;' ><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:140.25pt;text-align:justify;border-color:Black;min-width:140.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:252pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:252pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Maximum Potential Payout/Notional</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:40.5pt;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Carrying Amount (Asset)/ Liability</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:40.5pt;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Collateral/ Recourse</font></td></tr><tr style='height:13.5pt;' ><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:140.25pt;text-align:justify;border-color:Black;min-width:140.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:195.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:195.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Years to Maturity</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:47.25pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:15pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:justify;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:47.25pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Less than&#160;1</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >1-3</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >3-5</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Over&#160;5</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:47.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:11.25pt;text-align:justify;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:140.25pt;text-align:justify;border-color:Black;min-width:140.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='13' rowspan='1' style='width:351pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:351pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Credit derivative contracts(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >214,631</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >279,554</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >138,777</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,205</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:47.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >685,167</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(127)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other credit contracts</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >44</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >323</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >399</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(2)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Non-credit derivative contracts(1)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,186,070</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >699,114</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >298,000</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >533,692</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,716,876</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >74,940</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:13.5pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Standby letters of credit and other</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:140.25pt;text-align:left;border-color:Black;min-width:140.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >financial guarantees issued(2)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >872</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,262</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,139</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,884</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9,157</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(111)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,693</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Market value guarantees</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >64</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >246</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >98</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >425</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Liquidity facilities</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,154</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,154</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,029</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Whole loan sales guarantees</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23,426</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23,428</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >9</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Securitization representations and</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:11.25pt;text-align:left;border-color:Black;min-width:11.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:140.25pt;text-align:left;border-color:Black;min-width:140.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >warranties</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63,896</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >63,896</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >103</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:151.5pt;text-align:left;border-color:Black;min-width:151.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >General partner guarantees</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:47.25pt;text-align:right;border-color:Black;min-width:47.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td 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Also included as guarantees are contracts that contingently require the </font><font style='font-family:Times New Roman;font-size:10pt;' >Company</font><font style='font-family:Times New Roman;font-size:10pt;' > to make payments to the guaranteed party based </font><font style='font-family:Times New Roman;font-size:10pt;' >on another entity&#8217;s failure to perform under an agreement, as well as indirect guarantees of the indebtedness of others.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For more information on the nature of the obligation and related business activity for market value guarantees, liquidity facilities,</font><font style='font-family:Times New Roman;font-size:10pt;' > whole loan sale guarantees, and general partner guarantees related to private equity and real estate funds, as well as the other products in the above table, please see Note 12 to the consolidated financial statements in the 2015 Form 10-K.</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:24.45pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Other Gua</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;' >rantees and Indemnities. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >In the normal course of business, the Company provides guarantees and indemnifications in a variety of transactions. These provisions generally are standard contractual terms. Certain of these guarantees and indemnifications rel</font><font style='font-family:Times New Roman;font-size:10pt;' >ated to trust preferred securities, indemnities and exchange/clearinghouse member guarantees are described in Note 12 to the consolidated financial statements in the 2015 Form 10-K. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >In addition, i</font><font style='font-family:Times New Roman;font-size:10pt;' >n the ordinary course of business, the Company guarantees </font><font style='font-family:Times New Roman;font-size:10pt;' >the debt and/or certain trading obligations (including obligations associated with derivatives, foreign exchange contracts and the settlement of physical commodities) of certain subsidiaries. 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The activities of the </font><font style='font-family:Times New Roman;font-size:10pt;' >Company&#8217;s </font><font style='font-family:Times New Roman;font-size:10pt;' >subsidiaries covered by these guarantees (including any related debt or trading obligations) are included in the </font><font style='font-family:Times New Roman;font-size:10pt;' >condensed consolidated financial statements</font><font style='font-family:Times New Roman;font-size:10pt;' >. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0pt;' >Trust Preferr</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >ed Securities</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >.</font><font style='font-family:Times New Roman;font-size:10pt;' >&#160;&#160;&#160;&#160;</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company has established Morgan Stanley Capital Trusts for the limited purpose of issuing trust preferred securities to third parties and lending such proceeds to the Company in exchange for junior subordinated debentures. 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As a result, the Company expects that it may becom</font><font style='font-family:Times New Roman;font-size:10pt;' >e the subject of increased claims for damages and other relief and, while the Company has identified below any individual proceedings where the Company believes a material loss to be reasonably possible and reasonably estimable, there can be no assurance t</font><font style='font-family:Times New Roman;font-size:10pt;' >hat material losses will not be incurred from claims that have not yet been asserted or are not yet determined to be probable or possible and reasonably estimable losses. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company contests liability and/or the amount of damages as appropriate in each</font><font style='font-family:Times New Roman;font-size:10pt;' > pending matter. Where available information indicates that it is probable a liability had been incurred at the date of the consolidated financial statements and the Company can reasonably estimate the amount of that loss, the Company accrues the estimated</font><font style='font-family:Times New Roman;font-size:10pt;' > loss by a charge to income. The Company&#8217;s future legal expenses may fluctuate from period to period, given the current environment regarding government investigations and private litigation affecting global financial services firms, including the Company.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >In m</font><font style='font-family:Times New Roman;font-size:10pt;' >any proceedings and investigations, however, it is inherently difficult to determine whether any loss is probable or even possible or to estimate the amount of any loss. In addition, even where a loss is possible or an exposure to loss exists in excess of </font><font style='font-family:Times New Roman;font-size:10pt;' >the liability </font><font style='font-family:Times New Roman;font-size:10pt;' >already accrued with respect to a previously recognized loss contingency, it is not always possible to reasonably estimate the size of the possible loss or range of loss. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For certain legal proceedings and investigations, the Company cannot</font><font style='font-family:Times New Roman;font-size:10pt;' > reasonably estimate such losses, particularly for proceedings and investigations where the factual record is being developed or contested or where plaintiffs or governmental entities seek substantial or indeterminate damages, restitution, disgorgement or </font><font style='font-family:Times New Roman;font-size:10pt;' >penalties. 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Morgan Stanley&#160;&amp; Co. Incorporated et al</font><font style='font-family:Times New Roman;font-size:10pt;' >., which is pending in the Supreme Court of the State of New York, New York County (&#8220;Supreme Court of NY&#8221;). The complai</font><font style='font-family:Times New Roman;font-size:10pt;' >nt relates to a $275 million credit default swap referencing the super senior portion of the STACK 2006-1 CDO. The complaint asserts claims for common law fraud, fraudulent inducement and fraudulent concealment and alleges that the Company misrepresented t</font><font style='font-family:Times New Roman;font-size:10pt;' >he risks of the STACK 2006-1 CDO to CDIB, and that the Company knew that the assets backing the CDO were of poor quality when it entered into the credit default swap with CDIB. The complaint seeks compensatory damages related to the approximately $228 mill</font><font style='font-family:Times New Roman;font-size:10pt;' >ion that CDIB alleges it has already lost under the credit default swap, rescission of CDIB&#8217;s obligation to pay an additional $12 million, punitive damages, equitable relief, fees and costs. On February&#160;28, 2011, the court denied the Company&#8217;s motion to di</font><font style='font-family:Times New Roman;font-size:10pt;' >smiss the complaint. Based on currently available information, the Company believes it could incur a loss in this action of up to approximately $240 million plus pre- and post-judgment interest, fees and costs. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >On January 25, 2011, the Company was named </font><font style='font-family:Times New Roman;font-size:10pt;' >as a defendant in </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >The Bank of New York Mellon Trust, National Association v. Morgan Stanley Mortgage Capital, Inc.</font><font style='font-family:Times New Roman;font-size:10pt;' >, a litigation pending in the United States District Court for the Southern District of New York (&#8220;SDNY&#8221;). The suit, brought by the trustee of</font><font style='font-family:Times New Roman;font-size:10pt;' > a series of commercial mortgage pass-through certificates, alleges that the Company breached certain representations and warranties with respect to an $81 million commercial mortgage loan that was originated and transferred to the trust by the Company. Th</font><font style='font-family:Times New Roman;font-size:10pt;' >e complaint seeks, among other things, to have the Company repurchase the loan and pay additional monetary damages. On June 16, 2014, the court granted the Company&#8217;s supplemental motion for summary judgment, which was appealed by plaintiff. On April 27, 20</font><font style='font-family:Times New Roman;font-size:10pt;' >16, the United States Court of Appeals for the Second Circuit vacated the judgment of the SDNY and remanded the case to the SDNY for further proceedings consistent with its opinion. 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Morgan Stanley Mortgage Capital Inc.</font><font style='font-family:Times New Roman;font-size:10pt;' > and is pending in the Supreme Court of NY. The complaint asserts claims for brea</font><font style='font-family:Times New Roman;font-size:10pt;' >ch of contract and alleges, among other things, that the loans in the trust, which had an original principal balance of approximately $303 million, breached various representations and warranties. The complaint seeks, among other relief, rescission of the </font><font style='font-family:Times New Roman;font-size:10pt;' >mortgage loan purchase agreement underlying the transaction, specific performance and unspecified damages and interest. On August&#160;8, 2014, the court granted in part and denied in part the Company&#8217;s motion to dismiss. Based on currently available informatio</font><font style='font-family:Times New Roman;font-size:10pt;' >n, the Company believes that it could incur a loss in this action of up to approximately $149 million, the total original unpaid balance of the mortgage loans for which the Company received repurchase demands that it did not repurchase, plus pre- and post-</font><font style='font-family:Times New Roman;font-size:10pt;' >judgment interest, fees and costs, but plaintiff is seeking to expand the number of loans at issue and the possible range of loss could increase. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:4.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >On August&#160;8, 2012, U.S. Bank, in its capacity as trustee, filed a complaint on behalf of Morgan Stanley Mo</font><font style='font-family:Times New Roman;font-size:10pt;' >rtgage Loan Trust 2006-14SL, Mortgage Pass-Through Certificates, Series 2006-14SL, Morgan Stanley Mortgage Loan Trust 2007-4SL and Mortgage Pass-Through Certificates, Series 2007-4SL against the Company styled </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Morgan Stanley Mortgage Loan Trust 2006-14SL, </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >et al. v. Morgan Stanley Mortgage Capital Holdings LLC, as successor in interest to Morgan Stanley Mortgage Capital Inc</font><font style='font-family:Times New Roman;font-size:10pt;' >., pending in the Supreme Court of NY. The complaint asserts claims for breach of contract and alleges, among other things, that the loan</font><font style='font-family:Times New Roman;font-size:10pt;' >s in the trusts, which had original principal balances of approximately $354 million and $305 million respectively, breached various representations and warranties. The complaint seeks, among other relief, rescission of the mortgage loan purchase agreement</font><font style='font-family:Times New Roman;font-size:10pt;' >s underlying the transactions, specific performance and unspecified damages and interest. On August&#160;16, 2013, the court granted in part and denied in part the Company&#8217;s motion to dismiss the complaint. Based on currently available information, the Company </font><font style='font-family:Times New Roman;font-size:10pt;' >believes that it could incur a loss in this action of up to approximately $527 million, the total original unpaid balance of the mortgage loans for which the Company received repurchase demands that it did not repurchase, plus pre- and post-judgment intere</font><font style='font-family:Times New Roman;font-size:10pt;' >st, fees and costs, but plaintiff is seeking to expand the number of loans at issue and the possible range of loss could increase. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:4.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >On September&#160;28, 2012, U.S. Bank, in its capacity as trustee, filed a complaint on behalf of Morgan Stanley Mortgage Loan </font><font style='font-family:Times New Roman;font-size:10pt;' >Trust 2006-13ARX against the Company styled </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Morgan Stanley Mortgage Loan Trust 2006-13ARX v. Morgan Stanley Mortgage Capital Holdings LLC, as successor in interest to Morgan Stanley Mortgage Capital Inc.</font><font style='font-family:Times New Roman;font-size:10pt;' >,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >pending in the Supreme Court of NY. The plaintiff f</font><font style='font-family:Times New Roman;font-size:10pt;' >iled an amended complaint on January&#160;17, 2013, which asserts claims for breach of contract and alleges, among other things, that the loans in the trust, which had an original principal balance of approximately $609 million, breached various representations</font><font style='font-family:Times New Roman;font-size:10pt;' > and warranties. The amended complaint seeks, among other relief, declaratory judgment relief, specific performance and unspecified damages and interest. By order dated September&#160;30, 2014, the court granted in part and denied in part the Company&#8217;s motion t</font><font style='font-family:Times New Roman;font-size:10pt;' >o dismiss the amended complaint. On July&#160;13, 2015, the plaintiff perfected its appeal from the court&#8217;s September&#160;30, 2014 decision. Based on currently available information, the Company believes that it could incur a loss in this action of up to approximat</font><font style='font-family:Times New Roman;font-size:10pt;' >ely $170 million, the total original unpaid balance of the mortgage loans for which the Company received repurchase demands that it did not repurchase, plus pre- and post-judgment interest, fees and costs, but plaintiff is seeking to expand the number of l</font><font style='font-family:Times New Roman;font-size:10pt;' >oans at issue and the possible range of loss could increase. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:4.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >On January&#160;10, 2013, U.S. Bank, in its capacity as trustee, filed a complaint on behalf of Morgan Stanley Mortgage Loan Trust 2006-10SL and Mortgage Pass-Through Certificates, Series 2006-10SL</font><font style='font-family:Times New Roman;font-size:10pt;' > against the Company styled </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Morgan Stanley Mortgage Loan Trust 2006-10SL, et al. v. Morgan Stanley Mortgage Capital Holdings LLC, as successor in interest to Morgan Stanley Mortgage Capital Inc.</font><font style='font-family:Times New Roman;font-size:10pt;' >, pending in the Supreme Court of NY. The complaint asserts cl</font><font style='font-family:Times New Roman;font-size:10pt;' >aims for breach of contract and alleges, among other things, that the loans in the trust, which had an original principal balance of approximately $300 million, breached various representations and warranties. The complaint seeks, among other relief, an or</font><font style='font-family:Times New Roman;font-size:10pt;' >der requiring the Company to comply with the loan breach remedy procedures in the transaction documents, unspecified damages, and interest. On August&#160;8, 2014, the court granted in part and denied in part the Company&#8217;s motion to dismiss the complaint. Based</font><font style='font-family:Times New Roman;font-size:10pt;' > on currently available information, the Company believes that it could incur a loss in this action of up to approximately $197 million, the total original unpaid balance of the mortgage loans for which the Company received repurchase demands that it did n</font><font style='font-family:Times New Roman;font-size:10pt;' >ot repurchase, plus pre- and post-judgment interest, fees and costs, but plaintiff is seeking to expand the number of loans at issue and the possible range of loss could increase. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:4.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >On May&#160;3, 2013, plaintiffs in </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Deutsche </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Zentral-Genossenschaftsbank</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' > AG et </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >al. v. Morgan Stanley et al. </font><font style='font-family:Times New Roman;font-size:10pt;' >filed a complaint against the Company, certain affiliates, and other defendants in the Supreme Court of NY. The complaint alleges that defendants made material misrepresentations and omissions in the sale to plaintiffs of certa</font><font style='font-family:Times New Roman;font-size:10pt;' >in mortgage pass-through certificates backed by securitization trusts containing residential mortgage loans. The total amount of certificates allegedly sponsored, underwritten and/or sold by the Company to plaintiff currently at issue in this action was ap</font><font style='font-family:Times New Roman;font-size:10pt;' >proximately $644 million. The complaint alleges causes of action against the Company for common law fraud, fraudulent concealment, aiding and abetting fraud, negligent misrepresentation, and rescission and seeks, among other things, compensatory and puniti</font><font style='font-family:Times New Roman;font-size:10pt;' >ve damages. On June&#160;10, 2014, the court granted in part and denied in part the Company&#8217;s motion to dismiss the complaint. The Company perfected its appeal from that decision on June&#160;12, 2015. At March 25, 2016, the current unpaid balance of the mortgage pa</font><font style='font-family:Times New Roman;font-size:10pt;' >ss-through certificates at issue in this action was approximately $262 million, and the certificates had incurred actual losses of approximately $84 million. Based on currently available information, the Company believes it could incur a loss in this actio</font><font style='font-family:Times New Roman;font-size:10pt;' >n up to the difference between the $262 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, or upon sale, plus pre- and post-judgment interest, fees and costs. T</font><font style='font-family:Times New Roman;font-size:10pt;' >he Company may be entitled to be indemnified for some of these losses. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >On July&#160;8, 2013, U.S. Bank National Association, in its capacity as trustee, filed a complaint against the Company styled</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' > U.S. Bank National Association, solely in its capacity as Tr</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >ustee of the Morgan Stanley Mortgage Loan Trust 2007-2AX (MSM 2007-2AX) v. Morgan Stanley Mortgage Capital Holdings LLC, as Successor-by-Merger to Morgan Stanley Mortgage</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Capital Inc. and </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Greenpoint</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' > Mortgage Fundin</font><font style='font-family:Times New Roman;font-size:10pt;' >g,</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' > Inc.</font><font style='font-family:Times New Roman;font-size:10pt;' >, pending in the Supreme Court of N</font><font style='font-family:Times New Roman;font-size:10pt;' >Y. The complaint asserts claims for breach of contract and alleges, among other things, that the loans in the trust, which had an original principal balance of approximately $650 million, breached various representations and warranties. The complaint seeks</font><font style='font-family:Times New Roman;font-size:10pt;' >, among other relief, specific performance of the loan breach remedy procedures in the transaction documents, unspecified damages and interest. On August&#160;22, 2013, the Company filed a motion to dismiss the complaint, which was granted in part and denied in</font><font style='font-family:Times New Roman;font-size:10pt;' > part on November&#160;24, 2014. Based on currently available information, the Company believes that it could incur a loss in this action of up to approximately $240 million, the total original unpaid balance of the mortgage loans for which the Company received</font><font style='font-family:Times New Roman;font-size:10pt;' > repurchase demands that it did not repurchase, plus pre- and post-judgment interest, fees and costs, but plaintiff is seeking to expand the number of loans at issue and the possible range of loss could increase. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >On April&#160;28, 2014, Deutsche Bank Nationa</font><font style='font-family:Times New Roman;font-size:10pt;' >l Trust Company, in its capacity as trustee for Morgan Stanley Structured Trust I 2007-1, filed a complaint against the Company styled </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Deutsche Bank National Trust Company</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >v. Morgan Stanley Mortgage Capital Holdings LLC</font><font style='font-family:Times New Roman;font-size:10pt;' >, pending in the SDNY. The complaint </font><font style='font-family:Times New Roman;font-size:10pt;' >asserts claims for breach of contract and alleges, among other things, that the loans in the trust, which had an original principal balance of approximately $735 million, breached various representations and warranties. The complaint seeks, among other rel</font><font style='font-family:Times New Roman;font-size:10pt;' >ief, specific performance of the loan breach remedy procedures in the transaction documents, unspecified compensatory and/or </font><font style='font-family:Times New Roman;font-size:10pt;' >rescissory</font><font style='font-family:Times New Roman;font-size:10pt;' > damages, interest and costs. On April&#160;3, 2015, the court granted in part and denied in part the Company&#8217;s motion to dism</font><font style='font-family:Times New Roman;font-size:10pt;' >iss the complaint. Based on currently available information, the Company believes that it could incur a loss in this action of up to approximately $292 million, the total original unpaid balance of the mortgage loans for which the Company received repurcha</font><font style='font-family:Times New Roman;font-size:10pt;' >se demands that it did not repurchase, plus pre- and post-judgment interest, fees and costs, but plaintiff is seeking to expand the number of loans at issue and the possible range of loss could increase. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >&#160;</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >On January&#160;23, 2015, Deutsche Bank National Trust</font><font style='font-family:Times New Roman;font-size:10pt;' > Company, in its capacity as trustee, filed a complaint against the Company styled </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Deutsche Bank National Trust Company solely in its capacity as Trustee of the Morgan Stanley ABS Capital I Inc. Trust 2007-NC4 v. Morgan Stanley Mortgage Capital Holdings LL</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >C as Successor-by-Merger to Morgan Stanley Mortgage Capital Inc., and Morgan Stanley ABS Capital I Inc.</font><font style='font-family:Times New Roman;font-size:10pt;' >, pending in the Supreme Court of NY. The complaint asserts claims for breach of contract and alleges, among other things, that the loans in the trust, w</font><font style='font-family:Times New Roman;font-size:10pt;' >hich had an original principal balance of approximately $1.05 billion, breached various representations and warranties. The complaint seeks, among other relief, specific performance of the loan breach remedy procedures in the transaction documents, compens</font><font style='font-family:Times New Roman;font-size:10pt;' >atory, consequential, </font><font style='font-family:Times New Roman;font-size:10pt;' >rescissory</font><font style='font-family:Times New Roman;font-size:10pt;' >, equitable and punitive damages, attorneys&#8217; fees, costs and other related expenses, and interest. On October&#160;20, 2015, the court granted in part and denied in part the Company&#8217;s motion to dismiss the complaint. Based on cur</font><font style='font-family:Times New Roman;font-size:10pt;' >rently available information, the Company believes that it could incur a loss in this action of up to approximately $277 million, the total original unpaid balance of the mortgage loans for which the Company received repurchase demands from a certificate h</font><font style='font-family:Times New Roman;font-size:10pt;' >older and a </font><font style='font-family:Times New Roman;font-size:10pt;' >monoline</font><font style='font-family:Times New Roman;font-size:10pt;' > insurer that the Company did not repurchase, plus pre- and post-judgment interest, fees and costs, but plaintiff is seeking to expand the number of loans at issue and the possible range of loss could increase.</font></p></div> 13236000000 19316000000 79000000 577700000000 640909 1651000000 0.1 35436000000 34800000 0 412000000 0 0 0 9959000000 0 72794000000 31555000000 50000000 0.97 17340000000 0.175 0.009 0 0 0.5 125300000000 0.75 903713000000 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-663000000 21267000000 76650000000 124025000000 16359000000 0 112000000 1069000000 0 -1656000000 -4059000000 412000000 0 1004000000 0 9825000000 0 669000000 399050000000 487000000 1000000 30000000 1000000 0 0 1926796000000 149762000000 1343000000 3412000000 -319000000 -1656000000 0 129000000 -11000000 -97000000 0 922000000 19000000 17000000 -60000000 0 -61000000 1000000 1987000000 -4000000 14 -5000000 <div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='14' rowspan='1' style='width:502.5pt;text-align:left;border-color:Black;min-width:502.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Changes in AOCI by Component, Net of Tax and Noncontrolling Interests. </font></td></tr><tr style='height:3.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:148.5pt;text-align:left;border-color:Black;min-width:148.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:56.25pt;text-align:left;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:56.25pt;text-align:left;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:56.25pt;text-align:left;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:56.25pt;text-align:left;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td><td style='width:56.25pt;text-align:left;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td></tr><tr style='height:44.25pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Foreign Currency Translation Adjustments</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Change in Net Unrealized Gains (Losses) on AFS Securities</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Pensions, Postretirement and Other</font></td><td style='width:8.25pt;text-align:center;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Debt Valuation Adjustment</font></td><td style='width:8.25pt;text-align:left;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total</font></td></tr><tr style='height:9pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:justify;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='9' rowspan='1' style='width:314.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:314.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at December 31, 2015</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(963)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(319)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(374)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,656)</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Cumulative adjustment for accounting </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:148.5pt;text-align:left;border-color:Black;min-width:148.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >change related to DVA(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(312)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(312)</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Change in OCI before reclassifications</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >132</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >402</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >228</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >764</font></td></tr><tr style='height:11.25pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Amounts reclassified from AOCI(2)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(7)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(26)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(34)</font></td></tr><tr style='height:12pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net OCI during the period</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >132</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >395</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >202</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >730</font></td></tr><tr style='height:13.5pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at March 31, 2016</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(831)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >76</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(373)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(110)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,238)</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at December 31, 2014</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(663)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(73)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(512)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,248)</font></td></tr><tr style='height:12pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Change in OCI before reclassifications</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(220)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >215</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(5)</font></td></tr><tr style='height:11.25pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:169.5pt;text-align:left;border-color:Black;min-width:169.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Amounts reclassified from AOCI </font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(15)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(13)</font></td></tr><tr style='height:12pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net OCI during the period</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(220)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >200</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(18)</font></td></tr><tr style='height:13.5pt;' ><td colspan='4' rowspan='1' style='width:180pt;text-align:left;border-color:Black;min-width:180pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Balance at March 31, 2015</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(883)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >127</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(510)</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:8.25pt;text-align:right;border-color:Black;min-width:8.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:56.25pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:56.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(1,266)</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >___________</font></p><ul><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >In accordance with the early adoption of a provision of the accounting update </font><font style='font-family:Times New Roman;font-size:7.5pt;font-style:italic;' >Recognition and Measurement of Financial Assets and Financial Liabilities</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, a cumulative catch up adjustment was recorded as of January 1, 2016 to move the cumulative DVA amount, net of noncontrolling interest and tax, related to outstanding liabilities under the fair value option election from Retained earnings into AOCI. See N</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ote 2 for further information.</font></li><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts reclassified from AOCI in the quarter ended </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > are </font><font style='font-family:Times New Roman;font-size:7.5pt;' >principally</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >due to the realization of DVA upon early retirement of the associated instruments and are recognized within Trading revenues in the condens</font><font style='font-family:Times New Roman;font-size:7.5pt;' >ed consolidated statements of income. The associated tax impact in Provision for (benefit from) income taxes was $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >(15)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million. See No</font><font style='font-family:Times New Roman;font-size:7.5pt;' >te 2 for further information.</font></li></ul></div> 0.1 914000000 0 68052000000 7286000000 122000000 25814000000 494000000 15670000000 62974000000 -40000000 34000000 179229000000 2394000000 538000000 10885000000 3044000000 0 <div><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >2.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Significant Accounting Policies</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >.</font></p></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a detailed discussion about the Company&#8217;s significant accounting policies, see Note 2 to the consolidated financial statements in the 2015 Form 10-K.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >During the quarter ended </font><font style='font-family:Times New Roman;font-size:10pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >2016</font><font style='font-family:Times New Roman;font-size:10pt;' >, other than the following, there were no </font><font style='font-family:Times New Roman;font-size:10pt;' >significant updates made to the Company&#8217;s significant accounting policies.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Accounting Standards Adopted. </font></p><p style='text-align:left;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company adopted the following accounting updates as of January 1, 2016</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p><p style='text-align:left;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >Recognition and Measurement of Financial Assets and Financial Liabiliti</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >es.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >In January 2016, the Financial Accounting Standards Board (the &#8220;FASB&#8221;) issued an accounting update that changes the requirements for the recognition and measurement of financial assets and financial liabilities. </font><font style='font-family:Times New Roman;font-size:10pt;' >The Company early adopted the provision</font><font style='font-family:Times New Roman;font-size:10pt;' > in this guidance relating to liabilities measured at fair value pursuant to a fair value option election that requires pres</font><font style='font-family:Times New Roman;font-size:10pt;' >enting unrealized DVA in Other c</font><font style='font-family:Times New Roman;font-size:10pt;' >omprehensive income (loss) (&#8220;OCI&#8221;), a change from the previous requirement to present DVA in net inc</font><font style='font-family:Times New Roman;font-size:10pt;' >ome. Realized DVA amounts will be recycled from AOCI to Trading revenues. Prior period DVA amounts remain in Trading revenues as previously reported. A cumulative catch up adjustment, net of </font><font style='font-family:Times New Roman;font-size:10pt;' >noncontrolling</font><font style='font-family:Times New Roman;font-size:10pt;' > interests and tax, of $</font><font style='font-family:Times New Roman;font-size:10pt;' >312</font><font style='font-family:Times New Roman;font-size:10pt;' > million was recorded as</font><font style='font-family:Times New Roman;font-size:10pt;' > of January 1, 2016 to move the cumulative DVA </font><font style='font-family:Times New Roman;font-size:10pt;' >loss </font><font style='font-family:Times New Roman;font-size:10pt;' >amount from Retained earnings into AOCI. </font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:36pt;' >Other provisions of this rule may not be early adopted and will be e</font><font style='font-family:Times New Roman;font-size:10pt;' >ffective January 1, 2018</font><font style='font-family:Times New Roman;font-size:10pt;' >, and are not expected to have a material impact on the condensed </font><font style='font-family:Times New Roman;font-size:10pt;' >consolidated financial statements</font><font style='font-family:Times New Roman;font-size:10pt;' >. </font></p><p style='text-align:justify;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;color:#000000;' >Amendments to the Consolidation Analysis.</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#160;&#160;&#160;</font><font style='font-family:Times New Roman;font-size:10pt;' >In February 2015, the FASB issued an accounting update that provides a new consolidation model for certain entities, such as investment funds and limited partnerships.&#160;The ado</font><font style='font-family:Times New Roman;font-size:10pt;' >ption on January 1, 2016, increased total assets by $</font><font style='font-family:Times New Roman;font-size:10pt;' >131</font><font style='font-family:Times New Roman;font-size:10pt;' > million, reflecting consolidations of $</font><font style='font-family:Times New Roman;font-size:10pt;' >206</font><font style='font-family:Times New Roman;font-size:10pt;' > million net of </font><font style='font-family:Times New Roman;font-size:10pt;' >deconsolidations</font><font style='font-family:Times New Roman;font-size:10pt;' > of $</font><font style='font-family:Times New Roman;font-size:10pt;' >75</font><font style='font-family:Times New Roman;font-size:10pt;' > million. The consolidations resulted primarily from certain merchant banking funds in Investment Management where the</font><font style='font-family:Times New Roman;font-size:10pt;' > Company acts as&#160;a general partner. </font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >Simplifying the Presentation of Debt Issuance Costs.</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >In April 2015, the FASB issued an accounting update that requires debt issuance costs to be presented in the balance sheet as a direct deduction from the carrying amount of the debt liability, consistent with debt discounts. This guidance became effective </font><font style='font-family:Times New Roman;font-size:10pt;' >for the Company beginning January&#160;1, 2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and </font><font style='font-family:Times New Roman;font-size:10pt;' >did not have a material impact in the condensed consolidated financial statements.</font></li></ul><p style='text-align:left;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company adopted the following accounting updates as of January 1, 2016</font><font style='font-family:Times New Roman;font-size:10pt;' >, which </font><font style='font-family:Times New Roman;font-size:10pt;' >did not have an impact in the condensed </font><font style='font-family:Times New Roman;font-size:10pt;' >consolidated financial statements</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p><p style='text-align:justify;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Simplifying the Accounting for Measurement-Period Adjustments.</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' > </font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Determining Whether the Host Contract in a Hybrid Financial Instrument Issued in the Form of a Share Is More Akin to Debt or to Equity.</font></li></ul><p style='text-align:left;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Measuring the Fina</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >ncial Assets and Financial Liabilities of a Consolidated Collateralized Financing Entity.</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' > </font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Accounting for Share-Based Payments When the Terms of an Award Provide That a Performance Target Could Be Achieved after the Requisite Service Period.</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' > </font><font style='font-family:Times New Roman;font-size:10pt;' > </font></li></ul></div> 0 354000000 1.18 174000000 1484000000 848000000 0 149000000 323000000 -31000000 17000000 -67000000 26000000 23000000 -2000000 0 47000000 0 981000000 0.58 three-month period basis P90D 81000000 0 18000000 11000000 0 38000000 2000000 1000000 14749210000000 11315172000000 122143000000 270000000 640000000 2109000000 5000000 <div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:195pt;text-align:justify;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:142.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:142.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:142.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:12.75pt;' ><td style='width:195pt;text-align:left;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >VIE Assets</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >VIE Liabilities</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >VIE Assets</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >VIE Liabilities</font></td></tr><tr style='height:12.75pt;' ><td style='width:195pt;text-align:justify;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:294pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:294pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:195pt;text-align:justify;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Credit-linked notes</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >901</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >900</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td style='width:195pt;text-align:justify;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other structured financings</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >791</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >787</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13</font></td></tr><tr style='height:12.75pt;' ><td style='width:195pt;text-align:justify;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Asset-backed securitizations(1)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >651</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >417</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >668</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >423</font></td></tr><tr style='height:12.75pt;' ><td style='width:195pt;text-align:justify;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other(2)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,069</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >27</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >245</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:13.5pt;' ><td style='width:195pt;text-align:center;border-color:Black;min-width:195pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,412</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >457</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,600</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >436</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >_________</font></p><ul><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >The value of assets is determined based on the fair value of the liabilities of and the interests owned by the Company in such VIEs, because the fair values for the liabilities and interests owned are more observable. </font></li><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >Other primarily includes </font><font style='font-family:Times New Roman;font-size:7.5pt;' >certain </font><font style='font-family:Times New Roman;font-size:7.5pt;' >operating entities, investment funds and structured transactions</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Assets and Liabilities by Balance Sheet Caption</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' ></font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:72pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31,</font></td><td style='width:5.25pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:72pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December&#160;31,</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:72pt;border-bottom-style:solid;border-bottom-width:1;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:5.25pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:72pt;border-bottom-style:solid;border-bottom-width:1;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Assets</font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:149.25pt;border-top-style:solid;border-top-width:1;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:149.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Cash and due from banks</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Trading assets, at fair value</font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,109</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,842</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Customer and other receivables</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Goodwill</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >18</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Intangible assets</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >143</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other assets</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,091</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >741</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total assets </font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,412</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,600</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;color:#000000;' >Liabilities</font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:149.25pt;text-align:center;background-color:#FFFFFF;border-color:Black;min-width:149.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other secured financings, at fair value</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >426</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >431</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other liabilities and accrued expenses</font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:justify;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >31</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:66.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td></tr><tr style='height:12.75pt;' ><td colspan='6' rowspan='1' style='width:347.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:347.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total liabilities</font></td><td style='width:5.25pt;text-align:left;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >457</font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:5.25pt;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:5.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:66.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;background-color:#FFFFFF;border-color:Black;min-width:66.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >436</font></td></tr></table></div> 0 0 0 253000000 163000000 -2472000000 433000000 19000000 0 5000000 0 9000000 4000000 9 0.6 0.04 0 -67000000 1 0.15 323000000 0.267 84543000000 74000000 0 44000000 50272000000 0 -8394000000 7400000000 1050000000 0 0 0.05 -0.7 0 0 643000000 0.55 1319000000 0.53 705000000 0.02 32657000000 18473000000 0 4190000000 19006000000 19382000000 67973000000 6704000000 1837000000 486000000 252398000000 0.09 33332000000 8541000000 760000000 693000000 0.0101 0.083 1148000000 0.47 8540000000 151000000 55000000 42323000000 12000000 6584000000 0 3209000000 62076000000 461000000 0 127000000 1 2524000000 8000000000 0 -45000000 0 -0.01 -0.01 0.15 50335000000 5188000000 0 -1248000000 213000000 180000000 0.021 38519000000 17789000000 155909000000 142266000000 67182000000 123219000000 1520000000 284000000 1832000000 335000000 738000000 4045000000 0 2308000000 0 -405000000 0 0 13000000 0 -4000000 2000000 -4000000 -1266000000 0 1299000000 0 417000000 -135000000 0 0 -228000000 19000000 0.2 13 P90D 0 3000000 0 19806000000 46132000000 0 -78000000 -4000000 1000000 5000000 0 -43000000 0.05 26000000 202000000 0 14074223000000 10790071000000 562000000000 62000000 392000000 0 40000000 0 0 -984000000 707000000 0 1000000 113000000 0 0 31000000 743000000 0.58 566400000000 88000000 381094000000 8267000000 1907290000000 0.27 267000000 -1000000 0 1647000000 0 5772000000 5000000 28171000000 35000000 85567000000 18329000000 77477000000 442965000000 57920000000 20424000000 0.07 265707000000 1 1259000000 426000000 323586000000 5035000000 3000000 6000000 307409000000 3115000000 -69000000 38000000 115000000 0 11132168000000 14751000000 43000000 1883992000000 9050000000 339000000 431000000 1002000000 15000000 888000000 899000000 0.15 58000000 397000000 0 351000000 341000000 -1000000 75000000 0 0 0 1000000 12932000000 0.01 -55562000000 6408000000 22000000 0 609000000 17372000000 3381000000 303000000 9715000000 1489000000 976000000 22000000 3050000000 4400000000 1 0 4708000000 1885000000 104294000000 20000000 2198000000 56261000000 7455000000 1442000000 57000000 6021000000 21000000 24249000000 3000000 59000000 4315000000 246000000 0 0 1661000000 229859000000 88186000000 455000000 0 0 5066000000 -2000000 2683000000 1883141468 3843000000 1011000000 22174000000 0 1050000000 80000000 2241000000 25000 52205000000 12961000000 0 0 13000000 <div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td colspan='14' rowspan='1' style='width:506.25pt;text-align:left;border-color:Black;min-width:506.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Loans Held for Investment and Held for Sale.</font></td></tr><tr style='height:11.25pt;' ><td colspan='14' rowspan='1' style='width:506.25pt;text-align:left;border-color:Black;min-width:506.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:213.75pt;text-align:left;border-color:Black;min-width:213.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:130.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:130.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td colspan='5' rowspan='1' style='width:130.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:130.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:31.5pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' >Loans by Product Type</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Loans Held for Investment</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Loans Held for Sale</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total Loans(1)(2)</font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Loans Held for Investment</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Loans Held for Sale</font></td><td style='width:4.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Total Loans(1)(2)</font></td></tr><tr style='height:12.75pt;' ><td style='width:22.5pt;text-align:left;border-color:Black;min-width:22.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:213.75pt;text-align:left;border-color:Black;min-width:213.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:4.5pt;text-align:left;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='11' rowspan='1' style='width:265.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:265.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Corporate loans</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >25,126</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,000</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >37,126</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >23,554</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,924</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >35,478</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Consumer loans</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,174</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >22,174</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,528</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,528</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Residential real estate loans</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,780</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >99</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >21,879</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,863</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >104</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,967</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Wholesale real estate loans</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,816</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,137</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >7,953</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,839</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,172</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,011</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total loans, gross of allowance for loan losses</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >75,896</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,236</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >89,132</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72,784</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,200</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >85,984</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Allowance for loan losses</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(330)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(330)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(225)</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:40.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >(225)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:236.25pt;text-align:left;border-color:Black;min-width:236.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total loans, net of allowance for loan losses</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >75,566</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,236</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >88,802</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >72,559</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,200</font></td><td style='width:4.5pt;text-align:right;border-color:Black;min-width:4.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:40.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:40.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >85,759</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >______________</font></p><ul><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >Amounts include loans that are made to non-U.S. borrowers of</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >9,470</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >9</font><font style='font-family:Times New Roman;font-size:7.5pt;' >,</font><font style='font-family:Times New Roman;font-size:7.5pt;' >789</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, respectively. </font></li><li style='list-style:decimal;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;' >Loans at fixed interest rates and floating or adjustable interest rates were $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >9,384</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >79,418</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million, respectively, at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >8</font><font style='font-family:Times New Roman;font-size:7.5pt;' >,</font><font style='font-family:Times New Roman;font-size:7.5pt;' >471</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >77,288</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >million, respectively, at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >.</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font></li></ul><p style='text-align:justify;line-height:12pt;' ></p></div> -1238000000 0 1938294368 143000000 3499000000 <div><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Accounting Standards Adopted. </font></p><p style='text-align:left;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company adopted the following accounting updates as of January 1, 2016</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p><p style='text-align:left;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >Recognition and Measurement of Financial Assets and Financial Liabiliti</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >es.</font><font style='font-family:Times New Roman;font-size:10pt;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >In January 2016, the Financial Accounting Standards Board (the &#8220;FASB&#8221;) issued an accounting update that changes the requirements for the recognition and measurement of financial assets and financial liabilities. </font><font style='font-family:Times New Roman;font-size:10pt;' >The Company early adopted the provision</font><font style='font-family:Times New Roman;font-size:10pt;' > in this guidance relating to liabilities measured at fair value pursuant to a fair value option election that requires pres</font><font style='font-family:Times New Roman;font-size:10pt;' >enting unrealized DVA in Other c</font><font style='font-family:Times New Roman;font-size:10pt;' >omprehensive income (loss) (&#8220;OCI&#8221;), a change from the previous requirement to present DVA in net inc</font><font style='font-family:Times New Roman;font-size:10pt;' >ome. Realized DVA amounts will be recycled from AOCI to Trading revenues. Prior period DVA amounts remain in Trading revenues as previously reported. A cumulative catch up adjustment, net of </font><font style='font-family:Times New Roman;font-size:10pt;' >noncontrolling</font><font style='font-family:Times New Roman;font-size:10pt;' > interests and tax, of $</font><font style='font-family:Times New Roman;font-size:10pt;' >312</font><font style='font-family:Times New Roman;font-size:10pt;' > million was recorded as</font><font style='font-family:Times New Roman;font-size:10pt;' > of January 1, 2016 to move the cumulative DVA </font><font style='font-family:Times New Roman;font-size:10pt;' >loss </font><font style='font-family:Times New Roman;font-size:10pt;' >amount from Retained earnings into AOCI. </font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:36pt;' >Other provisions of this rule may not be early adopted and will be e</font><font style='font-family:Times New Roman;font-size:10pt;' >ffective January 1, 2018</font><font style='font-family:Times New Roman;font-size:10pt;' >, and are not expected to have a material impact on the condensed </font><font style='font-family:Times New Roman;font-size:10pt;' >consolidated financial statements</font><font style='font-family:Times New Roman;font-size:10pt;' >. </font></p><p style='text-align:justify;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;color:#000000;' >Amendments to the Consolidation Analysis.</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#160;&#160;&#160;</font><font style='font-family:Times New Roman;font-size:10pt;' >In February 2015, the FASB issued an accounting update that provides a new consolidation model for certain entities, such as investment funds and limited partnerships.&#160;The ado</font><font style='font-family:Times New Roman;font-size:10pt;' >ption on January 1, 2016, increased total assets by $</font><font style='font-family:Times New Roman;font-size:10pt;' >131</font><font style='font-family:Times New Roman;font-size:10pt;' > million, reflecting consolidations of $</font><font style='font-family:Times New Roman;font-size:10pt;' >206</font><font style='font-family:Times New Roman;font-size:10pt;' > million net of </font><font style='font-family:Times New Roman;font-size:10pt;' >deconsolidations</font><font style='font-family:Times New Roman;font-size:10pt;' > of $</font><font style='font-family:Times New Roman;font-size:10pt;' >75</font><font style='font-family:Times New Roman;font-size:10pt;' > million. The consolidations resulted primarily from certain merchant banking funds in Investment Management where the</font><font style='font-family:Times New Roman;font-size:10pt;' > Company acts as&#160;a general partner. </font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >Simplifying the Presentation of Debt Issuance Costs.</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' > </font><font style='font-family:Times New Roman;font-size:10pt;' >In April 2015, the FASB issued an accounting update that requires debt issuance costs to be presented in the balance sheet as a direct deduction from the carrying amount of the debt liability, consistent with debt discounts. This guidance became effective </font><font style='font-family:Times New Roman;font-size:10pt;' >for the Company beginning January&#160;1, 2016</font><font style='font-family:Times New Roman;font-size:10pt;' > and </font><font style='font-family:Times New Roman;font-size:10pt;' >did not have a material impact in the condensed consolidated financial statements.</font></li></ul><p style='text-align:left;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company adopted the following accounting updates as of January 1, 2016</font><font style='font-family:Times New Roman;font-size:10pt;' >, which </font><font style='font-family:Times New Roman;font-size:10pt;' >did not have an impact in the condensed </font><font style='font-family:Times New Roman;font-size:10pt;' >consolidated financial statements</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p><p style='text-align:justify;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Simplifying the Accounting for Measurement-Period Adjustments.</font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' > </font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Determining Whether the Host Contract in a Hybrid Financial Instrument Issued in the Form of a Share Is More Akin to Debt or to Equity.</font></li></ul><p style='text-align:left;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Measuring the Fina</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >ncial Assets and Financial Liabilities of a Consolidated Collateralized Financing Entity.</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' > </font></li></ul><p style='text-align:justify;line-height:12pt;' ></p><ul><li style='list-style:disc;text-align:justify;margin-top:0pt;margin-bottom:0pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Accounting for Share-Based Payments When the Terms of an Award Provide That a Performance Target Could Be Achieved after the Requisite Service Period.</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' > </font><font style='font-family:Times New Roman;font-size:10pt;' > </font></li></ul></div> 430000000 22930000000 13470000000 0 2713000000 3000000 31 1408000000 708000000 6856098000000 12247000000 7336000000 3677000000 4223000000 9190000000 1704000000 4596000000 191137000000 3412000000 319000000 486000000 -2165000000 295000000 5000000 0 0 221000000 0 2000000 0 -50000000 0 -0.11 -124000000 2016-05-13 1660000000 13333000000 4197000000 2 0.58 three-month period basis -221000000 206000000 75000000 0.15 2172000000 34256000000 126000000 0 0.55 173000000 553000000 22797000000 36227000000 0 0 25000000 550000000 5035000000 116000000 98000000 570000000 41000000 -35000000 0 -66000000 -1000000 0 0 -110000000 581953000000 559701000000 65288000000 692356000000 91659000000 0 1500000000 75251000000 0 433000000 121000000 60000000 3645000000 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Non-Consolidated VIE Assets and Liabilities, Maximum and Carrying Value of Exposure to Loss</font><font style='font-family:Times New Roman;font-size:10pt;' >.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:justify;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='10' rowspan='1' style='width:273.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:273.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:41.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:justify;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:54.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:54.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Mortgage- and Asset-Backed Securitizations</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Collateralized Debt Obligations</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Municipal Tender Option Bonds</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Other Structured Financings</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Other</font></td></tr><tr style='height:10.5pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='10' rowspan='1' style='width:273.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:273.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >VIE assets that the Company does not consolidate</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > (unpaid principal balance)</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >124,025</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10,058</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,878</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5,023</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >42,052</font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Maximum exposure to loss:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Debt and equity interests</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,470</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,319</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >65</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,756</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,481</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative and other contracts </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,908</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >132</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commitments, guarantees and other </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >646</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >588</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >365</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >319</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total maximum exposure to loss </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,116</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,907</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,973</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,121</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,932</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Carrying value of exposure to loss&#8212;Assets:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Debt and equity interests</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,470</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,319</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >65</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,370</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,481</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative and other contracts </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >41</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total carrying value of exposure to loss&#8212;Assets </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,470</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,319</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >70</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,370</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,522</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Carrying value of exposure to loss&#8212;Liabilities:</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative and other contracts </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >49</font></td></tr><tr style='height:12.75pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commitments, guarantees and other </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11</font></td></tr><tr style='height:13.5pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total carrying value of exposure to loss&#8212;Liabilities </font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >60</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:11.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:justify;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='10' rowspan='1' style='width:277.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:277.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:41.25pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:justify;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:55.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:55.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Mortgage- and Asset-Backed Securitizations</font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Collateralized Debt Obligations</font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Municipal Tender Option Bonds</font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Other Structured Financings</font></td><td style='width:9.75pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Other</font></td></tr><tr style='height:10.5pt;' ><td style='width:9pt;text-align:justify;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='10' rowspan='1' style='width:277.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:277.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:10.5pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >VIE assets that the Company does not consolidate</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:left;border-color:Black;min-width:45.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > (unpaid principal balance)</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >126,872</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >8,805</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,654</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,201</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >20,775</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Maximum exposure to loss:</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Debt and equity interests</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,361</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,259</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,129</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,854</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative and other contracts </font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,834</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >67</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commitments, guarantees and other </font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >494</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >231</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >361</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >222</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total maximum exposure to loss </font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,855</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,490</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,835</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,490</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >4,143</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Carrying value of exposure to loss&#8212;Assets:</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Debt and equity interests</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,361</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,259</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >685</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,854</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative and other contracts </font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >5</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total carrying value of exposure to loss&#8212;Assets </font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,361</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,259</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >685</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,867</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-top-style:double;border-top-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:237pt;text-align:left;border-color:Black;min-width:237pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Carrying value of exposure to loss&#8212;Liabilities:</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Derivative and other contracts </font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='2' rowspan='1' style='width:228pt;text-align:left;border-color:Black;min-width:228pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commitments, guarantees and other </font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td></tr><tr style='height:11.25pt;' ><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:219pt;text-align:left;border-color:Black;min-width:219pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total carrying value of exposure to loss&#8212;Liabilities </font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >&#8212;</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3</font></td><td style='width:9.75pt;text-align:right;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td></tr></table></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:14.25pt;' ><td colspan='11' rowspan='1' style='width:505.5pt;text-align:left;border-color:Black;min-width:505.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Non-Consolidated VIE Mortgage- and Asset-Backed Securitization Assets.</font></td></tr><tr style='height:14.25pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:100.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:100.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:100.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:100.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Unpaid Principal Balance</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Debt and Equity Interests</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Unpaid Principal Balance</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='1' rowspan='3' style='width:45.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Debt and Equity Interests</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:9.75pt;text-align:justify;border-color:Black;min-width:9.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='7' rowspan='1' style='width:210pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:210pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Residential mortgages</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >16,359</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,006</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,787</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,012</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Commercial mortgages</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >52,151</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,515</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >57,313</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,871</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >U.S. agency collateralized mortgage obligations</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >17,331</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >3,503</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,236</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,763</font></td></tr><tr style='height:11.25pt;' ><td colspan='3' rowspan='1' style='width:286.5pt;text-align:left;border-color:Black;min-width:286.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Other consumer or commercial loans</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >38,184</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,446</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >42,536</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:45.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >6,715</font></td></tr><tr style='height:13.5pt;' ><td style='width:9.75pt;text-align:left;border-color:Black;min-width:9.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:266.25pt;text-align:left;border-color:Black;min-width:266.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total mortgage- and asset-backed securitization assets</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >124,025</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,470</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >126,872</font></td><td style='width:9pt;text-align:right;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:45.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:45.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >13,361</font></td></tr></table></div> 61800000000 23000000 8164000000 179708000000 2000000 297000000 17000000 0 -9116000000 827000000 0 5884000000 107108000000 5752000000 4000000 8715000000 123998000000 25300000000 8000000 2000000 2443000000 136000000 0 0 1259000000 37000000 0.26 525000000 0 98246000000 0 0 17658000000 430000000 19563000000 661000000 743000000 1000000 2845000000 0 12000000 0 1934000000 0 420059000000 23665000000 6716000000 232000000 <div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:301.5pt;text-align:justify;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' >Net Difference of Contractual Principal Amount Over Fair Value</font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >. </font></td><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:92.25pt;text-align:center;border-color:Black;min-width:92.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:10.5pt;text-align:center;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td><td style='width:84pt;text-align:center;border-color:Black;min-width:84pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' ></font></td></tr><tr style='height:9.75pt;' ><td style='width:301.5pt;text-align:left;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:92.25pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:92.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:84pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:84pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At December 31, 2015</font></td></tr><tr style='height:9.75pt;' ><td style='width:301.5pt;text-align:justify;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:6.5pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:186.75pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:186.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:301.5pt;text-align:left;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans and other debt(1)</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:92.25pt;text-align:right;border-color:Black;min-width:92.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,353</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:84pt;text-align:right;border-color:Black;min-width:84pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14,095</font></td></tr><tr style='height:12.75pt;' ><td style='width:301.5pt;text-align:left;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Loans 90 or more days past due and/or on nonaccrual status(1)(2)</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:92.25pt;text-align:right;border-color:Black;min-width:92.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12,177</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:84pt;text-align:right;border-color:Black;min-width:84pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11,651</font></td></tr><tr style='height:12.75pt;' ><td style='width:301.5pt;text-align:left;border-color:Black;min-width:301.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Short-term and long-term borrowings(3)</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:92.25pt;text-align:right;border-color:Black;min-width:92.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >344</font></td><td style='width:10.5pt;text-align:right;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:84pt;text-align:right;border-color:Black;min-width:84pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >508</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >_____________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' > (1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > The majority of the difference between principal and fair value amounts for loans and other debt emanates from the distressed debt trading business, which purchases distressed debt at amounts well below par. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(2)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > The aggregate</font><font style='font-family:Times New Roman;font-size:7.5pt;' > fair value of loans that were in nonaccrual status </font><font style='font-family:Times New Roman;font-size:7.5pt;' >was $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >2,267</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,853</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, respectively</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, which includes all</font><font style='font-family:Times New Roman;font-size:7.5pt;' > loans 90 or more days past due of</font><font style='font-family:Times New Roman;font-size:7.5pt;' > $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >887</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million and $</font><font style='font-family:Times New Roman;font-size:7.5pt;' >885</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million at </font><font style='font-family:Times New Roman;font-size:7.5pt;' >March 31,</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2016</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >and December 31, </font><font style='font-family:Times New Roman;font-size:7.5pt;' >2015</font><font style='font-family:Times New Roman;font-size:7.5pt;' >, respectively. </font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(3)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Short-term and long-term borrowings do not include structured notes where the repayment of the i</font><font style='font-family:Times New Roman;font-size:7.5pt;' >nitial principal amount fluctuates based on changes in the reference price or index. </font></p><p style='text-align:justify;line-height:12pt;' ></p></div> 24000000 0.155 9000000 2000000 449000000 10000000 0.101 535000000 685167000000 -2003000000 32408000000 1000000 19000000 146182000000 0 454000000 862000000 <div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;' >Net Derivative </font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;' >Liabilities and Collateral Posted.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The following table presents the aggregate </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >fair value of certain derivative contracts that contain credit risk-related contingent features that are in a net liability position for which the Company has posted collateral </font><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >in the normal course of business.</font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:360pt;text-align:left;border-color:Black;min-width:360pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#FFFFFF;' ></font></td><td style='width:91.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At March 31, 2016</font></td></tr><tr style='height:11.25pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:360pt;text-align:justify;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:91.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:402pt;text-align:left;border-color:Black;min-width:402pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Net derivative liabilities</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:91.5pt;text-align:right;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >28,798</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:402pt;text-align:left;border-color:Black;min-width:402pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Collateral posted</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:91.5pt;text-align:right;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >24,146</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;margin-left:0pt;color:#000000;' >Incremental Collateral or Termination Payments upon Potential Future Ratings Downgrade.</font><font style='font-family:Times New Roman;font-size:10pt;text-decoration:underline;color:#000000;' > </font></p></div><p style='line-height:20pt;' /><div><table style='border-collapse:collapse;' ><tr style='height:15pt;' ><td style='width:10.5pt;text-align:left;border-color:Black;min-width:10.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:15.75pt;text-align:left;border-color:Black;min-width:15.75pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:360pt;text-align:left;border-color:Black;min-width:360pt;' ><font style='font-family:Arial;font-size:10pt;color:#FFFFFF;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:7.5pt;color:#FFFFFF;' ></font></td><td style='width:91.5pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:8pt;font-weight:bold;color:#000000;' >At March 31, 2016(1)</font></td></tr><tr style='height:11.25pt;' ><td style='width:10.5pt;text-align:justify;border-color:Black;min-width:10.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:15.75pt;text-align:justify;border-color:Black;min-width:15.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:360pt;text-align:justify;border-color:Black;min-width:360pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:left;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:91.5pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:402pt;text-align:left;border-color:Black;min-width:402pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >One-notch downgrade</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:91.5pt;text-align:right;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,148</font></td></tr><tr style='height:12.75pt;' ><td colspan='4' rowspan='1' style='width:402pt;text-align:left;border-color:Black;min-width:402pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Two-notch downgrade</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:91.5pt;text-align:right;border-color:Black;min-width:91.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1,496</font></td></tr></table></div><p style='line-height:20pt;' /><div><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >________</font></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;margin-left:0pt;' >(1)</font><font style='font-family:Times New Roman;font-size:7.5pt;' > Amounts include </font><font style='font-family:Times New Roman;font-size:7.5pt;' >$</font><font style='font-family:Times New Roman;font-size:7.5pt;' >1,666</font><font style='font-family:Times New Roman;font-size:7.5pt;' > million related to bilateral arrangements between the Company and other parties where upon the downgrade of one party, the downgraded party must deliver collateral to the other party. These </font><font style='font-family:Times New Roman;font-size:7.5pt;' >bilateral downgrade arrangements are </font><font style='font-family:Times New Roman;font-size:7.5pt;' >used </font><font style='font-family:Times New Roman;font-size:7.5pt;' >by the Company </font><font style='font-family:Times New Roman;font-size:7.5pt;' >to manage the</font><font style='font-family:Times New Roman;font-size:7.5pt;' > </font><font style='font-family:Times New Roman;font-size:7.5pt;' >risk of counterparty</font><font style='font-family:Times New Roman;font-size:7.5pt;' > downgrade</font><font style='font-family:Times New Roman;font-size:7.5pt;' >s</font><font style='font-family:Times New Roman;font-size:7.5pt;' >. </font></p></div> -682000000 31417000000 0 -0.01 0 0 <div><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;margin-left:0pt;' >1.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' >Introduction and Basis of Presentation.</font><font style='font-family:Times New Roman;font-size:12pt;font-weight:bold;' > </font></p><p style='text-align:left;line-height:12pt;' ></p></div><p style='line-height:20pt;' /><div><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >The Company.</font><font style='font-family:Times New Roman;font-size:10pt;' >&#160;&#160;</font></p><p style='text-align:justify;margin-top:7.5pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >Morgan Stanley, a financial holding company, is a global financial services firm that maintains significant market positions in each of its business segments&#8212;Institutional Securities, Wealth Management and Investment Management. Morgan </font><font style='font-family:Times New Roman;font-size:10pt;' >Stanley, through its subsidiaries and affiliates, provides a wide variety of products and services to a large and diversified group of clients and customers, including corporations, governments, financial institutions and individuals. Unless the context ot</font><font style='font-family:Times New Roman;font-size:10pt;' >herwise requires, the terms &#8220;Morgan Stanley&#8221; or the &#8220;Company&#8221; mean Morgan Stanley (the &#8220;Parent&#8221;) together with its consolidated subsidiaries. </font></p><p style='text-align:justify;margin-top:7.5pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a description of the clients and principal products and services of each of the Company&#8217;s business segments, </font><font style='font-family:Times New Roman;font-size:10pt;' >see Note 1 to the consolidated financial statements in the Company&#8217;s Annual Report on Form 10-K for the year ended December&#160;31, 2015 (the &#8220;2015 Form 10-K&#8221;).</font></p><p style='text-align:left;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0pt;' >Basis of Financial Information.</font><font style='font-family:Times New Roman;font-size:10pt;' >&#160;&#160;&#160;&#160;</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The condensed consolidated financial statements are prepared </font><font style='font-family:Times New Roman;font-size:10pt;' >in accordance with </font><font style='font-family:Times New Roman;font-size:10pt;' >accounting principles generally accepted in the United States of America (&#8220;U.S. GAAP&#8221;)</font><font style='font-family:Times New Roman;font-size:10pt;' >, which require the Company to make estimates and assumptions regarding the valuations of certain financial instruments, the valuation of goodwill and </font><font style='font-family:Times New Roman;font-size:10pt;' >intangible assets, compensation, deferred tax assets, the outcome of legal and tax matters, allowance for credit losses and other matters that affect its condensed consolidated financial statements and related disclosures. The Company believes that the est</font><font style='font-family:Times New Roman;font-size:10pt;' >imates utilized in the preparation of its condensed consolidated financial statements are prudent and reasonable. Actual results could differ materially from these estimates. Intercompany balances and transactions have been eliminated. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The accompanying c</font><font style='font-family:Times New Roman;font-size:10pt;' >ondensed consolidated financial statements should be read in conjunction with the Company&#8217;s consolidated financial statements and notes thereto included in the 2015 Form 10-K. Certain footnote disclosures included in the 2015 Form 10-K have been condensed </font><font style='font-family:Times New Roman;font-size:10pt;' >or omitted from the condensed consolidated financial statements as they are not required for interim reporting under U.S. GAAP. The condensed consolidated financial statements reflect all adjustments of a normal, recurring nature that are, in the opinion o</font><font style='font-family:Times New Roman;font-size:10pt;' >f management, necessary for the fair presentation of the results for the interim period. The results of operations for interim periods are not necessarily indicative of results for the entire year. </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0pt;' >Consolidation.</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >&#160;&#160;&#160;&#160;</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The condensed consolidated financial</font><font style='font-family:Times New Roman;font-size:10pt;' > statements include the accounts of the Company, its wholly owned subsidiaries and other entities in which the Company has a controlling financial interest, including certain variable interest entities (&#8220;VIE&#8221;) (see Note&#160;12). For consolidated subsidiarie</font><font style='font-family:Times New Roman;font-size:10pt;' >s that are less than wholly owned, the third-party holdings of equity interests are referred to as </font><font style='font-family:Times New Roman;font-size:10pt;' >noncontrolling</font><font style='font-family:Times New Roman;font-size:10pt;' > interests. </font><font style='font-family:Times New Roman;font-size:10pt;' >The net income attributable to </font><font style='font-family:Times New Roman;font-size:10pt;' >noncontrolling</font><font style='font-family:Times New Roman;font-size:10pt;' > interests for such subsidiaries is presented as Net income (loss) applicable to </font><font style='font-family:Times New Roman;font-size:10pt;' >nonco</font><font style='font-family:Times New Roman;font-size:10pt;' >ntrolling</font><font style='font-family:Times New Roman;font-size:10pt;' > interests in the condensed consolidated statements of income. The portion of shareholders&#8217; equity of such subsidiaries that is attributable to </font><font style='font-family:Times New Roman;font-size:10pt;' >noncontrolling</font><font style='font-family:Times New Roman;font-size:10pt;' > interests for such subsidiaries is presented as </font><font style='font-family:Times New Roman;font-size:10pt;' >noncontrolling</font><font style='font-family:Times New Roman;font-size:10pt;' > interests, a component of</font><font style='font-family:Times New Roman;font-size:10pt;' > total equity, in the condensed consolidated balance sheet.</font><font style='font-family:Times New Roman;font-size:12pt;' > </font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >For a discussion of the Company&#8217;s VIEs and its significant regulated U.S. and international subsidiaries, see Notes 1 and 2 to the consolidated financial statements in the 2015 Form 10-K. See </font><font style='font-family:Times New Roman;font-size:10pt;' >also Note 2 herein.</font></p><p style='text-align:left;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0pt;' >Condensed </font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >Consolidated Statements of Income Presentation.</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >&#160;&#160;&#160;&#160;</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The Company, through its subsidiaries and affiliates, provides a wide variety of products and services to a large and diversified group of clients. In connection with </font><font style='font-family:Times New Roman;font-size:10pt;' >the delivery of these various products and services, the Company manages its revenues and related expenses in the aggregate. As such, when assessing the performance of its businesses, primarily in the Institutional Securities business segment, the Company </font><font style='font-family:Times New Roman;font-size:10pt;' >considers its trading, investment banking, commissions and fees, and interest income, along with the associated interest expense, as one integrated activity.</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:left;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0pt;' >Condensed </font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >Consolidated Statements of </font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >Cash Flows </font><font style='font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;' >Presentation.</font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >&#160;&#160;&#160;&#160;</font></p><p style='text-align:justify;line-height:12pt;' ></p><p style='text-align:justify;margin-top:0pt;margin-bottom:0pt;line-height:12pt;' ><font style='font-family:Times New Roman;font-size:10pt;margin-left:0pt;' >The adoption of the accounting update, </font><font style='font-family:Times New Roman;font-size:10pt;font-style:italic;' >Amendments to the Consolidation Analysis</font><font style='font-family:Times New Roman;font-size:10pt;' > (see Note 2), resulted in a net noncash increase in total assets of $</font><font style='font-family:Times New Roman;font-size:10pt;' >126</font><font style='font-family:Times New Roman;font-size:10pt;' > million.</font></p><p style='text-align:justify;line-height:12pt;' ></p></div> 0 191137000000 20662000000 785000000 0 4000000 44825000000 0 2000000 -1000000 5000000 33000000 0 14451432000000 22919000000 547983000000 5684000000 78524000000 0 148000000 7520000000 -374000000 -2000000 three-month period basis 96000000 141000000 0 4000000 72000000 44000000 952000000 0 0 57000000 0 -2127000000 0 72000000 9000000 8676000000 14255000000 19827000000 36009000000 41576000000 0 123219000000 89831000000 0 0 0 73019000000 19000000 0 43000000 1158000000 0 0 0 149000000 5000000 -252000000 6000000 127000000 36000000 457350000000 181000000 20000000 457000000 426000000 0.1 0.43 0 0 0.04 0.4 24820000000 22300000 36283000000 391593000000 P3Y 156944000000 34256000000 36752000000 4824000000 21858000000 0 10226000000 292000000 0 527000000 2052000000 44000000 53000000 0 0 0 0 1000000 -2000000 3000000 18711000000 -73000000 -512000000 13787334000000 0 17000000 1342000000 791000000 651000000 8011000000 493000000 0 <div><table style='border-collapse:collapse;' ><tr style='height:9.75pt;' ><td style='width:19.5pt;text-align:left;border-color:Black;min-width:19.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:342pt;text-align:left;border-color:Black;min-width:342pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >Three Months Ended</font></td></tr><tr style='height:9pt;' ><td style='width:19.5pt;text-align:left;border-color:Black;min-width:19.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:342pt;text-align:left;border-color:Black;min-width:342pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#FFFFFF;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31,</font></td></tr><tr style='height:10.5pt;' ><td colspan='2' rowspan='1' style='width:361.5pt;text-align:left;border-color:Black;min-width:361.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;text-decoration:underline;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2016</font></td><td style='width:9pt;border-top-style:solid;border-top-width:2;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:2;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >2015</font></td></tr><tr style='height:9pt;' ><td style='width:19.5pt;text-align:justify;border-color:Black;min-width:19.5pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:342pt;text-align:left;border-color:Black;min-width:342pt;' ><font style='font-family:Times New Roman;font-size:7pt;color:#000000;' ></font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:132pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:132pt;' ><font style='font-family:Times New Roman;font-size:7pt;font-weight:bold;color:#000000;' >(shares in millions)</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:361.5pt;text-align:left;border-color:Black;min-width:361.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Stock options</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >14</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >11</font></td></tr><tr style='height:12.75pt;' ><td colspan='2' rowspan='1' style='width:361.5pt;text-align:left;border-color:Black;min-width:361.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >RSUs and performance-based stock units</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >1</font></td></tr><tr style='height:13.5pt;' ><td style='width:19.5pt;text-align:left;border-color:Black;min-width:19.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:342pt;text-align:left;border-color:Black;min-width:342pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Total </font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >15</font></td><td style='width:9pt;text-align:left;border-color:Black;min-width:9pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:61.5pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:61.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >12</font></td></tr></table></div> 0 4934000000 0 74717000000 1125000000 82313000000 4000000 2000000000 13236000000 40293000000 -2431000000 0 8000000 4000000 7472000000 57933000000 383000000 120723000000 142414000000 0 183895000000 0 341000000 0 128000000 33000000 0 0 0 -169000000 -24000000 5000000 0 2000000 -4000000 0 -18000000 0 0.58 8 0.01 0 0 -1200000000 1791000000 0.151 4225000000 0 219000000 0 6523000000 655000000 76895000000 305151000000 8044000000 5000000 33000000 23000000 -8000000 0.05 0 0 560093000000 17618000000 128299000000 93186000000 1000000 386000000 914000000 0 0 -203000000 0 11000000 430000000 348000000 470000000 137000000 25000000 0.5 0.15 P90D 2263000000 1885000000 295000000 0 64955000000 10654000000 98000000 0 7000000 5000000 0 72784000000 0 39000000 16000000 245000000 1091000000 77000000 -65000000 -13000000 1345000000 0 7538000000 375000000 0 -29000000 0 0 0 0 0 125000000 0.06 -564000000 0 190000000 0 0 3640000000 73320000000 55000000 4000000 2000000 14751000000 1220000000 0 0 133000000 411000000 -10000000 203000000 0.1 0 0 321777000000 20301000000 44530000000 18488000000 389000000 0 0 822000000 11000000 -12000000 78000000 0 0 6185000000 8000000 -2000000 11000000 342000000 1143000000 4348002000000 0 1813000000 2000000 78000000 31808000000 0 17886000000 0.87 13862000000 5678273000000 1237000000 2660000000 449000000 3000000 70000000 0.0145 65198000000 7000000 2774000000 4000000 2201000000 0 0 0.07 1937024359 381000000 13333000000 66759000000 13333000000 130582000000 -124000000 6106000000 3500000000 1953000000 4197000000 0 34000000 0.065 -16000000 233000000 -620000000 477187000000 -0.41 10000000 1.2 0 535000000 15602000000 261000000 37126000000 2547000000 279598000000 108000000 2173000000 36609000000 19414000000 488177000000 40935000000 126796000000 0 156163000000 0 97727000000 17658000000 1651000000 1337000000 106000000 -4000000 0 0 0.2 785000000 0 -312000000 422000000 3000000 0.04 0 0.1 2016-04-18 7515000000 0.105 143000000 23000000 24146000000 4953000000 23000000 0.36 32780000000 1560000000 30000000 19000000 Large Accelerated Filer 0 0 5517043000000 19310000000 41992000000 0 0 0 -5000000 6000000 178550000000 83000000 0 108000000 0 4000000 406000000 2000000 116000000 -1784000000 0 23000000 0 0 153000000 12000000 119000000 37000000 457018000000 399050000000 546629000000 20000000 0 2600000000 0 79000000 5874000000 0 0 1000000 448000000 365000000 15000000 1000000 6000000 0 0.02 0.25 -67000000 0.08 1.18 --12-31 1000000 -0.6 13009000000 14 23426000000 392000000 146262000000 -0.01 <div><table style='border-collapse:collapse;' ><tr style='height:12.75pt;' ><td style='width:344.25pt;text-align:justify;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >March 31, 2016</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:2;text-align:center;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >At </font><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >December 31, 2015</font></td></tr><tr style='height:6pt;' ><td style='width:344.25pt;text-align:justify;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Arial;font-size:10pt;color:#000000;' ></font></td><td colspan='3' rowspan='1' style='width:152.25pt;border-top-style:solid;border-top-width:2;text-align:center;border-color:Black;min-width:152.25pt;' ><font style='font-family:Times New Roman;font-size:7.5pt;font-weight:bold;color:#000000;' >(dollars in millions)</font></td></tr><tr style='height:12.75pt;' ><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Senior debt </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >149,060</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >140,494</font></td></tr><tr style='height:12.75pt;' ><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Subordinated debt </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10,895</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >10,404</font></td></tr><tr style='height:12.75pt;' ><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >Junior subordinated debentures </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,849</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' ></font></td><td style='width:72.75pt;border-bottom-style:solid;border-bottom-width:1;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >2,870</font></td></tr><tr style='height:13.5pt;' ><td style='width:344.25pt;text-align:left;border-color:Black;min-width:344.25pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' > Total </font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:72pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >162,804</font></td><td style='width:7.5pt;text-align:right;border-color:Black;min-width:7.5pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >$</font></td><td style='width:72.75pt;border-top-style:solid;border-top-width:1;border-bottom-style:double;border-bottom-width:3;text-align:right;border-color:Black;min-width:72.75pt;' ><font style='font-family:Times New Roman;font-size:10pt;color:#000000;' >153,768</font></td></tr></table></div> 5000000 0 4000000 -9000000 48131000000 -1000000 12000000 440000000 -115000000 6839000000 4863000000 21528000000 8166000000 866000000 188000000 96472000000 0.171 555000000 0.16 161300000000 17419000000 76000000 16119000000 52528000000 21000000 -1000000 0.95 0 0 922000000 45293000000 0.35 13322000000 839000000 1000000 71000000 48057000000 30000000 125000000 3339000000 0 20212000000 1907000000 8191000000 0.207 0 38054000000 6185000000 0 0.0104 8483000000 0 -93000000 54000000 173936000000 236000000 537700000000 0 -224000000 155602000000 2655000000 1100000000 -78000000 0 26 4524000000 401418000000 825000000 2500000000 44154000000 34000000 114000000000 19316000000 25531000000 0.73 140413000000 31808000000 36060000000 0 519000000 0 18683000000 19000000 10179000000 219000000 292000000 0 0 466000000 272000000 0 -3000000 0 -38000000 0 307139000000 4858000000 1928407000000 886000000 423000000 1000000 1152000000 41000000 0 46740000000 17000000 37000000 19358000000 0 5333000000 0 412000000 1983000000 4682000000 1592000000 19000000 77000000 694000000 0 0 0 0 0 453000000 5000000 -883000000 46132000000 116000000 9050000000 38184000000 0 27000000 24153000000 6893000000 596000000 0 0.51 96000000 180000000 6000000 0 41000000 4000000 -61000000 2000000 0 461000000 454000000 12932000000 0 0.4 three-month period basis 0 402000000 0 3257000000 0 1738000000 76000000 38000000 68000000 0 0 23000000 224000000 5936000000 28000000 0 29000000 0 0.43 0.01 0.56 0 312000000 167000000 0.102 47879000000 725032000000 13429000000 0 741000000 2409000000 1747000000 2855000000 -2000000 0.34 86000000 424000000 -173000000 0 0 27000000 -723000000 17000000 0 854000000 8 151000000 0.14 -312000000 -312000000 0 0 388000000 149171000000 298030000000 0 8000000 P6Y1M 2376000000 299670000000 4000000 3 0.38 0 214815000000 250000000 1003000000 23355000000 25245000000 15377000000 166000000 34000000 0 0.21 0 31808000000 38701000000 0 21674000000 1797000000 1088000000 40289000000 7551000000 400000000 395000000 320000000 -0.41 82000000 102000000 318000000 3345000000 -785000000 0 72559000000 72760000000 1727000000 3156000000 0 0.06 0 0 127000000 7230926000000 238000000 20000000 15377000000 225000000 23680000000 6693000000 19827000000 148000000 19241000000 6610000000 31808000000 158238000000 0 1670000000 5000000 0 44530000000 17152000000 221000000 7000000 0 0 0 1738000000 -61000000 -64000000 40000000 7000000 -510000000 -1000000 467144000000 52151000000 76000000 84000000 21000000 13000000 4000000 three-month period basis 0 67000000 -294000000 0 -5000000 0 2000000 7000000 0.13 0.48 1 0 0 0 0 -496000000 -273000000 1146000000 2000000 1178000000 54000000 486000000 1000000 31000000 151000000 22000000 0 106000000 0.82 P90D 81000000 0 0.151 4000000 13000000 142416000000 89000000 -1000000 119000000 115766000000 180000000 -844000000 5748525000000 624000000 0.43 24549000000 22000000 5272000000 231000000 39000000 10981000000 0.71 368000000 107470000000 35285000000 3000000 14 18881000000 0 34000000 19313000000 34000000 13000000 31469000000 85759000000 0 0 72000000 0 64608000000 3358000000 0 5000000 43000000 22000000 -2310000000 83000000 0 7000000 0 154000000 24000000 0.08 0 0 73293000000 0 624000000 0 4789000000 0 17000000 44000000 151000000 0 0 653000000 0 0 5000000 260000000 9000000 0 0 -5000000 0.1 0 0.06 564000000 806000000 1000000 20000000 262000000 5000000000 8622000000 4408000000 49000000 12235000000 240000000 -2905000000 316770000000 20243000000 1000000000 -144000000 736000000 106000000 6021000000 15000000 22000000 1304000000 128452000000 3000000 1000000 3000000 49610000000 55631000000 527000000 -522000000 12000000 19000000 1000000 7000000 0.1 0 -54000000 4267000000 422000000 2016-04-29 4197000000 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Amounts include Provision for (benefit from) income taxes of $ 230 million and $ 121 million.

Debt valuation adjustments (“DVA”) represent the change in the fair value resulting from fluctuations in the Company’s credit spreads and other credit factors related to liabilities carried at fair value, primarily certain Long-term and Short-term borrowings. Amounts include Provision for ( benefit from) income taxes of $120 million . See Notes 2 and 14 for further information.

In accordance with the early adoption of a provision of the accounting update Recognition and Measurement of Financial Assets and Financial Liabilities , a cumulative catch up adjustment was recorded as of January 1, 2016 to move the cumulative DVA amount, net of noncontrolling interest and tax, related to outstanding liabilities under the fair value option election from Retained earnings into Accumulated other comprehensive income (loss) (“AOCI”). See Notes 2 and 14 for further information.

In accordance with the accounting update Amendments to the Consolidation Analysis , a net adjustment was recorded as of January 1, 2016 to consolidate or dec onsolidate certain entities under the new guidance . See Note 2 for further information.

Amounts include Provision for (benefit from) income taxes of $ (115) million and $ 174 million.