SEC Info - Goldman Sachs Group Inc - ‘10-Q’ for 3/31/11

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Goldman Sachs Group Inc – ‘10-Q’ for 3/31/11 – ‘XML.R37’

On: Monday, 5/9/11, at 7:31pm ET · As of: 5/10/11 · For: 3/31/11 · Accession #: 950123-11-47633 · File #: 1-14965

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

 5/10/11  Goldman Sachs Group Inc           10-Q        3/31/11  113:34M                                    Donnelley … Solutions/FA

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

Document/Exhibit                   Description                      Pages   Size 

 1: 10-Q        Quarterly Report                                    HTML   2.18M 
 2: EX-3.1      EX-3.1 : Certificate of Elimination of 10%          HTML     33K 
                Cumulative Perpetual Preferred Stock, Series G, of               
                the Goldman Sachs Group, Inc.                                    
 3: EX-3.2      Ex-3.2: Restated Certificate of Incorporation of    HTML    343K 
                the Goldman Sachs Group, Inc.                                    
 4: EX-12.1     Ex-12.1: Statement Re: Computation of Ratios of     HTML     53K 
                Earnings to Fixed Charges and Ratios of Earnings                 
                to Combined Fixed Charges and Preferred Stock                    
                Dividends                                                        
 5: EX-15.1     Ex-15.1: Letter Re: Unaudited Interim Financial     HTML     33K 
                Information                                                      
 6: EX-31.1     Ex-31.1: Rule 13A-14(A) Certifications              HTML     43K 
 7: EX-32.1     Ex-32.1: Section 1350 Certifications                HTML     34K 
84: XML         IDEA XML File -- Definitions and References          XML    485K 
102: XML         IDEA XML File -- Filing Summary                      XML    541K  
97: XML.R1      Document and Entity Information                      XML    221K 
98: XML.R2      Condensed Consolidated Statements of Earnings        XML    365K 
                (Unaudited)                                                      
50: XML.R3      Condensed Consolidated Statements of Financial       XML    391K 
                Condition (Unaudited)                                            
59: XML.R4      Condensed Consolidated Statements of Financial       XML    270K 
                Condition (Unaudited) (Parenthetical)                            
82: XML.R5      Condensed Consolidated Statements of Changes in      XML    927K 
                Shareholders Equity (Unaudited)                                  
77: XML.R6      Condensed Consolidated Statements of Cash Flows      XML    499K 
                (Unaudited)                                                      
108: XML.R7      Condensed Consolidated Statements of Comprehensive   XML    108K  
                Income (Unaudited)                                               
25: XML.R8      Description of Business                              XML     60K 
76: XML.R9      Basis of Presentation                                XML     58K 
21: XML.R10     Significant Accounting Policies                      XML     92K 
20: XML.R11     Financial Instruments Owned, At Fair Value And       XML    105K 
                Financial Instruments Sold, But Not Yet Purchased,               
                At Fair Value                                                    
49: XML.R12     Fair Value Measurements                              XML    324K 
91: XML.R13     Cash Instruments                                     XML    321K 
51: XML.R14     Derivatives and Hedging Activities                   XML    501K 
55: XML.R15     Fair Value Option                                    XML    123K 
71: XML.R16     Collateralized Agreements and Financings             XML    148K 
113: XML.R17     Securitization Activities                            XML    115K  
42: XML.R18     Variable Interest Entities                           XML    241K 
14: XML.R19     Other Assets                                         XML     72K 
58: XML.R20     Goodwill and Identifiable Intangible Assets          XML    135K 
89: XML.R21     Deposits                                             XML     77K 
32: XML.R22     Short-Term Borrowings                                XML     79K 
83: XML.R23     Long-Term Borrowings                                 XML    131K 
56: XML.R24     Other Liabilities and Accrued Expenses               XML     81K 
107: XML.R25     Commitments, Contingencies and Guarantees            XML    160K  
93: XML.R26     Shareholders Equity                                  XML    106K 
62: XML.R27     Regulation and Capital Adequacy                      XML    102K 
72: XML.R28     Earnings Per Common Share                            XML     75K 
19: XML.R29     Transactions with Affiliated Funds                   XML     68K 
23: XML.R30     Interest Income and Interest Expense                 XML     76K 
35: XML.R31     Income Taxes                                         XML     69K 
45: XML.R32     Business Segments                                    XML    145K 
70: XML.R33     Credit Concentrations                                XML     74K 
92: XML.R34     Legal Proceedings                                    XML    135K 
17: XML.R35     Significant Accounting Policies (Policies)           XML    358K 
26: XML.R36     Financial Instruments Owned, at Fair Value and       XML    108K 
                Financial Instruments Sold but not yet Purchased,                
                at Fair Value (Tables)                                           
99: XML.R37     Fair Value Measurements (Tables)                     XML    318K 
106: XML.R38     Cash Instruments (Tables)                            XML    300K  
63: XML.R39     Derivatives and Hedging Activities (Tables)          XML    497K 
110: XML.R40     Fair Value Option (Tables)                           XML    107K  
27: XML.R41     Collateralized Agreements and Financings (Tables)    XML    154K 
112: XML.R42     Securitization Activities (Tables)                   XML    118K  
37: XML.R43     Variable Interest Entities (Tables)                  XML    219K 
15: XML.R44     Other Assets (Tables)                                XML     66K 
36: XML.R45     Goodwill and Identifiable Intangible Assets          XML    138K 
                (Tables)                                                         
87: XML.R46     Deposits (Tables)                                    XML     83K 
105: XML.R47     Short-Term Borrowings (Tables)                       XML     81K  
53: XML.R48     Long Term Borrowings (Tables)                        XML    142K 
39: XML.R49     Other Liabilities and Accrued Expenses (Tables)      XML     84K 
69: XML.R50     Commitments, Contingencies and Guarantees (Tables)   XML    134K 
18: XML.R51     Shareholders' Equity (Tables)                        XML    107K 
74: XML.R52     Regulation and Capital Adequacy (Tables)             XML     78K 
40: XML.R53     Earnings Per Common Share (Tables)                   XML     79K 
24: XML.R54     Transactions with Affiliated Funds (Tables)          XML     71K 
104: XML.R55     Interest Income And Interest Expense (Tables)        XML     75K  
101: XML.R56     Income Taxes (Tables)                                XML     62K  
48: XML.R57     Business Segments (Tables)                           XML    152K 
31: XML.R58     Credit Concentrations (Tables)                       XML     76K 
95: XML.R59     Significant Accounting Policies (Details)            XML     77K 
22: XML.R60     Financial Instruments Owned, At Fair Value And       XML   1.23M 
                Financial Instruments Sold, But Not Yet Purchased,               
                At Fair Value (Details)                                          
78: XML.R61     Fair Value Measurements (Details)                    XML   5.53M 
75: XML.R62     Cash Instruments (Details)                           XML  13.29M 
100: XML.R63     Derivatives and Hedging Activities (Details)         XML    165K  
96: XML.R64     Derivatives and Hedging Activities (Details 1)       XML    997K 
109: XML.R65     Derivatives and Hedging Activities (Details 2)       XML   2.10M  
29: XML.R66     Derivatives and Hedging Activities (Details 3)       XML    772K 
47: XML.R67     Derivatives and Hedging Activities (Details 4)       XML    136K 
67: XML.R68     Derivatives and Hedging Activities (Details 5)       XML   1.68M 
57: XML.R69     Derivatives and Hedging Activities (Details 6)       XML    160K 
68: XML.R70     Derivatives and Hedging Activities (Details 7)       XML   1.52M 
111: XML.R71     Derivatives and Hedging Activities (Details 8)       XML    114K  
30: XML.R72     Derivatives and Hedging Activities (Details 9)       XML    157K 
38: XML.R73     Fair Value Option (Details)                          XML    608K 
34: XML.R74     Collateralized Agreements and Financings (Details)   XML    684K 
64: XML.R75     Securitization Activities (Details)                  XML    389K 
73: XML.R76     Securitization Activities (Details 1)                XML    338K 
61: XML.R77     Variable Interest Entities (Details)                 XML   1.96M 
54: XML.R78     Other Assets (Details)                               XML    168K 
28: XML.R79     Goodwill and Identifiable Intangible Assets          XML   1.02M 
                (Details)                                                        
16: XML.R80     Deposits (Details)                                   XML    422K 
65: XML.R81     Short Term Borrowings (Details)                      XML    178K 
46: XML.R82     Long Term Borrowings (Details)                       XML     85K 
60: XML.R83     Long Term Borrowings (Details 1)                     XML    210K 
86: XML.R84     Long Term Borrowings (Details 2)                     XML    123K 
81: XML.R85     Long Term Borrowings (Details 3)                     XML    792K 
43: XML.R86     Other Liabilities and Accrued Expenses (Details)     XML    262K 
90: XML.R87     Commitments, Contingencies and Guarantees            XML   1.64M 
                (Details)                                                        
79: XML.R88     Shareholders' Equity (Details)                       XML   2.37M 
33: XML.R89     Regulation and Capital Adequacy (Details)            XML    586K 
52: XML.R90     Earnings Per Common Share (Details)                  XML    171K 
80: XML.R91     Transactions with Affiliated Funds (Details)         XML    148K 
41: XML.R92     Interest Income and Interest Expense (Details)       XML    187K 
94: XML.R93     Income Taxes (Details)                               XML    193K 
44: XML.R94     Business Segments (Details)                          XML   1.35M 
85: XML.R95     Credit Concentrations (Details)                      XML    245K 
66: XML.R96     Legal Proceedings (Details)                          XML    298K 
103: EXCEL       IDEA Workbook of Financial Reports (.xls)            XLS   4.68M  
 8: EX-101.INS  XBRL Instance -- gs-20110331                         XML   6.55M 
10: EX-101.CAL  XBRL Calculations -- gs-20110331_cal                 XML    292K 
13: EX-101.DEF  XBRL Definitions -- gs-20110331_def                  XML   1.21M 
11: EX-101.LAB  XBRL Labels -- gs-20110331_lab                       XML   2.93M 
12: EX-101.PRE  XBRL Presentations -- gs-20110331_pre                XML   1.77M 
 9: EX-101.SCH  XBRL Schema -- gs-20110331                           XSD    629K 
88: ZIP         XBRL Zipped Folder -- 0000950123-11-047633-xbrl      Zip    486K

‘XML.R37’ — Fair Value Measurements (Tables)

This Financial Report is an XBRL XML File.

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<div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <div style="margin-top: 6pt; font-size: 1pt"> </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left">  <tr style="font-size: 1pt" valign="bottom"> <td width="83%"> </td> <td width="1%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="1%"> </td> <td width="1%"> </td> </tr>   <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td colspan="9" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> As of </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> March </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> December </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> in millions </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> 2011 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> 2010 </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="11" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr>  <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total level 3 assets </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 45,843 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 45,377 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total assets </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 933,289 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 911,332 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total financial assets at fair value </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 641,556 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 637,514 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total level 3 assets as a percentage of Total assets </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 4.9% </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 5.0% </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total level 3 assets as a percentage of Total financial assets at fair value </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 7.1% </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 7.1% </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="11" style="border-top: 1px solid #000000"> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div>

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<div align="left" style="font-size: 10pt; font-family: Arial, Helvetica"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left">  <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td> <td width="1%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="1%"> </td> <td width="1%"> </td> </tr>   <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> Financial Assets at Fair Value as of March 2011 </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Netting and </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> in millions </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Level 1 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Level 2 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Level 3 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Collateral </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Total </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr>  <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total cash instruments </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 132,377 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 139,760 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 33,526 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 305,663 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total derivatives </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 43 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 164,843 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 11,837 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (107,580 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) 3 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 69,143 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments owned, at fair value </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 132,420 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 304,603 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 45,363 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (107,580 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 374,806 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities segregated for regulatory and other purposes </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 19,584 </td> <td nowrap="nowrap" align="left" valign="bottom"> 1 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,741 </td> <td nowrap="nowrap" align="left" valign="bottom"> 2 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 34,325 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 161,936 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 158 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 162,094 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities borrowed </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 62,236 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 62,236 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,773 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 322 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,095 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 152,004 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 551,289 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 45,843 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (107,580 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 641,556 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 3px double #000000"> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt"> </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left">  <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td> <td width="1%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="1%"> </td> <td width="1%"> </td> </tr>   <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> Financial Liabilities at Fair Value as of March 2011 </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Netting and </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> in millions </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Level 1 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Level 2 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Level 3 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Collateral </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Total </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr>  <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total cash instruments </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 88,633 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 10,492 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 482 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 99,607 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total derivatives </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 167 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 63,838 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,034 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (17,648 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) 3 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 51,391 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments sold, but not yet purchased, at fair value </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 88,800 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 74,330 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,516 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (17,648 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 150,998 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Deposits </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,914 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,914 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities sold under agreements to repurchase </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 163,529 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,946 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 165,475 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities loaned </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,430 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,430 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 18,046 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,107 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 25,153 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured short-term borrowings </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 19,003 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,209 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 22,212 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured long-term borrowings </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 18,261 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,404 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 20,665 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 548 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,852 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,400 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 88,800 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 297,061 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 27,034 </td> <td nowrap="nowrap" align="left" valign="bottom"> 4 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (17,648 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 395,247 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 3px double #000000"> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt"> </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1. </td> <td align="left" style="text-align:justify"> Principally consists of U.S. Department of the Treasury (U.S. Treasury) securities and money market instruments as well as insurance separate account assets measured at fair value. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2. </td> <td align="left" style="text-align:justify"> Principally consists of securities borrowed and resale agreements. The underlying securities have been segregated to satisfy certain regulatory requirements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3. </td> <td align="left" style="text-align:justify"> Represents cash collateral and the impact of netting across levels of the fair value hierarchy. Netting among positions classified in the same level is included in that level. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4. </td> <td align="left" style="text-align:justify"> Level 3 liabilities were 6.8% of total financial liabilities at fair value. </td> </tr> </table> <div style="margin-top: 0pt; font-size: 1pt"> </div>  <div align="center" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div>   <div style="margin-left: 0%">  <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div align="center" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div>  <div style="margin-top: 6pt; font-size: 1pt"> </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left">  <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td> <td width="1%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="1%"> </td> <td width="1%"> </td> </tr>   <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> Financial Assets at Fair Value as of December 2010 </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Netting and </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> in millions </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Level 1 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Level 2 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Level 3 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Collateral </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Total </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr>  <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total cash instruments </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 117,800 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 133,653 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 32,207 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 283,660 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total derivatives </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 93 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 172,513 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,772 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (112,085 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) 3 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 73,293 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments owned, at fair value </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 117,893 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 306,166 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 44,979 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (112,085 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 356,953 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities segregated for regulatory and other purposes </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 19,794 </td> <td nowrap="nowrap" align="left" valign="bottom"> 1 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,388 </td> <td nowrap="nowrap" align="left" valign="bottom"> 2 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 36,182 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 188,255 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 100 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 188,355 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities borrowed </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 48,822 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 48,822 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,904 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 298 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,202 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 137,687 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 566,535 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 45,377 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (112,085 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 637,514 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 3px double #000000"> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt"> </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left">  <tr style="font-size: 1pt" valign="bottom"> <td width="62%"> </td> <td width="1%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="1%"> </td> <td width="1%"> </td> </tr>   <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td colspan="21" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> Financial Liabilities at Fair Value as of December 2010 </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Netting and </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> in millions </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Level 1 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Level 2 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Level 3 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Collateral </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Total </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="23" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr>  <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total cash instruments </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 75,668 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,873 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 446 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 85,987 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 16pt"> Total derivatives </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 45 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 66,963 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,210 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (17,488 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) 3 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 54,730 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Financial instruments sold, but not yet purchased, at fair value </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 75,713 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 76,836 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,656 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (17,488 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 140,717 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Deposits </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,975 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,975 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities sold under agreements to repurchase </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 160,285 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,060 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 162,345 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities loaned </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,514 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,514 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 23,445 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,349 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 31,794 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured short-term borrowings </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 18,640 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,476 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 22,116 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured long-term borrowings </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,067 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,104 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 18,171 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 563 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,409 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,972 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 1px solid #000000"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 75,713 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 299,325 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 24,054 </td> <td nowrap="nowrap" align="left" valign="bottom"> 4 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (17,488 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 381,604 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="23" style="border-top: 3px double #000000"> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt"> </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1. </td> <td align="left" style="text-align:justify"> Principally consists of U.S. Treasury securities and money market instruments as well as insurance separate account assets measured at fair value. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2. </td> <td align="left" style="text-align:justify"> Principally consists of securities borrowed and resale agreements. The underlying securities have been segregated to satisfy certain regulatory requirements. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3. </td> <td align="left" style="text-align:justify"> Represents cash collateral and the impact of netting across levels of the fair value hierarchy. Netting among positions classified in the same level is included in that level. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 4. </td> <td align="left" style="text-align:justify"> Level 3 liabilities were 6.3% of total financial liabilities at fair value. </td> </tr> </table> </div> </div>

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<div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left">  <tr style="font-size: 1pt" valign="bottom"> <td width="33%"> </td> <td width="1%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="7%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="1%"> </td> <td width="1%"> </td> </tr>   <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td colspan="33" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> Level 3 Financial Assets at Fair Value for the Three Months Ended March 2011 </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net unrealized </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> gains/(losses) </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> relating to </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> transfers </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Balance, </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> realized </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> instruments </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> in and/or </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Balance, </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> beginning </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> gains/ </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> still held at </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> (out) of </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> end of </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> in millions </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> of period </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> (losses) </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> period-end </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Purchases </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Sales </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Settlements </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> level 3 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> period </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="35" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr>  <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — assets </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 32,207 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 434 </td> <td nowrap="nowrap" align="left" valign="bottom"> 1 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,262 </td> <td nowrap="nowrap" align="left" valign="bottom"> 1 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,816 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,944 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,412 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 163 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 33,526 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total derivatives — net </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,562 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 74 </td> <td nowrap="nowrap" align="left" valign="bottom"> 2 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (560 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) 2, 3 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 796 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (945 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (567 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 443 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,803 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 100 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 2 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 64 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (8 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 158 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 298 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 16 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 14 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (6 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 322 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="35" style="border-top: 1px solid #000000"> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt"> </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1. </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $1.26 billion and $432 million reported in “Non-interest revenues” (“Market making” and “Other principal transactions”) and “Interest income,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2. </td> <td align="left" style="text-align:justify"> Substantially all is reported in “Non-interest revenues” (“Market making” and “Other principal transactions”). </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3. </td> <td align="left" style="text-align:justify"> Principally resulted from changes in level 2 inputs. </td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt"> </div> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 7pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left">  <tr style="font-size: 1pt" valign="bottom"> <td width="26%"> </td> <td width="1%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="7%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="1%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="1%"> </td> <td width="1%"> </td> </tr>   <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td colspan="37" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> Level 3 Financial Liabilities at Fair Value for the Three Months Ended March 2011 </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net unrealized </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> (gains)/losses </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> relating to </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> transfers </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Balance, </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> realized </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> instruments </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> in and/or </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Balance, </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> beginning </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> (gains)/ </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> still held at </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> (out) of </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> end of </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> in millions </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> of period </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> losses </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> period-end </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Purchases </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Sales </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Issuances </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Settlements </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> level 3 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> period </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="39" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr>  <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Total cash instruments — liabilities </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 446 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (22 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 41 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (59 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 90 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 8 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (22 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 482 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Securities sold under agreements to repurchase, at fair value </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,060 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (114 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,946 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other secured financings </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,349 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 9 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 11 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,262 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,107 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Unsecured short-term borrowings </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,476 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 60 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (204 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 562 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (153 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (532 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,209 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Unsecured long-term borrowings </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,104 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 4 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 45 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 241 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (72 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 82 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,404 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> Other liabilities and accrued expenses </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,409 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 152 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,337 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (46 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,852 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="39" style="border-top: 1px solid #000000"> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div>   <div align="left" style="font-size: 1pt; font-family: Arial, Helvetica"> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left">  <tr style="font-size: 1pt" valign="bottom"> <td width="47%"> </td> <td width="1%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="7%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="1%"> </td> <td width="1%"> </td> </tr>   <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> Level 3 Financial Assets at Fair Value for the Three Months Ended March 2010 </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net unrealized </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> gains/(losses) </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> relating to </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> purchases, </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Balance, </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> realized </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> instruments </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> issuances </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> transfers in </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Balance, </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> beginning </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> gains/ </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> still held at </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> and </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> and/or (out) </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> end of </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> in millions </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> of period </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> (losses) </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> period-end </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> settlements </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> of level 3 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> period </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr>  <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — assets </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 34,879 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 501 </td> <td nowrap="nowrap" align="left" valign="bottom"> 1 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 833 </td> <td nowrap="nowrap" align="left" valign="bottom"> 1 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,064 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,621 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 32,528 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total derivatives — net </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,196 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 369 </td> <td nowrap="nowrap" align="left" valign="bottom"> 2 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,568 </td> <td nowrap="nowrap" align="left" valign="bottom"> 2, 3 </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (917 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 120 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,336 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities purchased under agreements to resell </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 268 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 268 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Receivables from customers and counterparties </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 6 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (28 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 256 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 234 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000"> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 3pt; font-size: 1pt"> </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="text-align: left"> <tr> <td width="2%"></td> <td width="98%"></td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 1. </td> <td align="left" style="text-align:justify"> The aggregate amounts include approximately $961 million and $373 million reported in “Non-interest revenues” (“Market making” and “Other principal transactions”) and “Interest income,” respectively. </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 2. </td> <td align="left" style="text-align:justify"> Substantially all is reported in “Non-interest revenues” (“Market making” and “Other principal transactions”). </td> </tr> <tr style="line-height: 3pt; font-size: 1pt"> <td> </td> </tr> <tr valign="top" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <td> 3. </td> <td align="left" style="text-align:justify"> Principally resulted from changes in level 2 inputs. </td> </tr> </table> <table border="0" width="100%" align="center" cellpadding="0" cellspacing="0" style="font-size: 8pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left">  <tr style="font-size: 1pt" valign="bottom"> <td width="47%"> </td> <td width="1%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="7%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="5%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="2%"> </td> <td width="3%" align="right"> </td> <td width="1%" align="right"> </td> <td width="1%" align="left"> </td> <td width="1%"> </td> <td width="1%"> </td> </tr>   <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td colspan="25" align="center" valign="bottom" style="border-bottom: 1px solid #000000"> Level 3 Financial Liabilities at Fair Value for the Three Months Ended March 2010 </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net unrealized </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> (gains)/losses </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> relating to </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> purchases, </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Net </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Balance, </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> realized </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> instruments </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> issuances </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> transfers in </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Balance, </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> beginning </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> (gains)/ </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> still held at </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> and </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> and/or(out) </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> end of </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 8pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> in millions </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> of period </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> losses </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> period-end </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> settlements </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> of level 3 </td> <td> </td> <td> </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> period </td> <td> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> </tr> <tr style="font-size: 1pt" valign="bottom" align="center"> <td colspan="27" align="right" valign="bottom" style="font-size: 1pt; border-bottom: 1px solid #000000"> </td> </tr>  <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Total cash instruments — liabilities </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 572 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (14 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (34 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (10 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> (31 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 483 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Securities sold under agreements to repurchase, at fair value </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 394 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 494 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 167 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,055 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other secured financings </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,756 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 9 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 10 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,172 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 192 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,139 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured short-term borrowings </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,310 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 21 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (82 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (139 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 884 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,994 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="background: #cceeff"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Unsecured long-term borrowings </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,077 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 13 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (12 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 33 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,396 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,715 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -8pt; margin-left: 8pt"> Other liabilities and accrued expenses </div> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,913 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 3 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> (64 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> — </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 475 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="right" valign="bottom"> </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,327 </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> <td> </td> <td nowrap="nowrap" align="left" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" valign="bottom"> </td> </tr> <tr valign="bottom" style="font-size: 1pt"> <td colspan="27" style="border-top: 1px solid #000000"> </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> </div>

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Filing Submission 0000950123-11-047633 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Goldman Sachs Group Inc – ‘10-Q’ for 3/31/11 – ‘XML.R37’

On: Monday, 5/9/11, at 7:31pm ET · As of: 5/10/11 · For: 3/31/11 · Accession #: 950123-11-47633 · File #: 1-14965

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

‘XML.R37’ — Fair Value Measurements (Tables)

This Financial Report is an XBRL XML File.

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