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Bank of America Corp/DE – ‘10-K’ for 12/31/10 – ‘XML.R15’

On:  Friday, 2/25/11, at 4:27pm ET   ·   For:  12/31/10   ·   Delayed-Release:  Document/Exhibit  –  Release Delayed   ·   Accession #:  950123-11-18743   ·   File #:  1-06523

Previous ‘10-K’:  ‘10-K’ on 2/26/10 for 12/31/09   ·   Next:  ‘10-K’ on 2/23/12 for 12/31/11   ·   Latest:  ‘10-K’ on 2/20/24 for 12/31/23   ·   11 References:   

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

 2/25/11  Bank of America Corp/DE           10-K12/31/10  191:87M                                    Donnelley … Solutions/FA

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

Document/Exhibit                   Description                      Pages   Size 

 1: 10-K        Annual Report                                       HTML   6.65M 
191: COVER     ¶ Comment-Response or Cover Letter to the SEC         HTML     46K  
 2: EX-3.B      Articles of Incorporation/Organization or Bylaws    HTML    125K 
 3: EX-4.EE     Instrument Defining the Rights of Security Holders  HTML     70K 
 4: EX-4.FF     Instrument Defining the Rights of Security Holders  HTML     68K 
 5: EX-4.GG     Instrument Defining the Rights of Security Holders  HTML     63K 
 6: EX-4.HH     Instrument Defining the Rights of Security Holders  HTML     63K 
 7: EX-10.C     Material Contract                                   HTML     48K 
 9: EX-10.DDD   Material Contract                                   HTML     49K 
10: EX-10.EEE   Material Contract                                   HTML     97K 
 8: EX-10.I     Material Contract                                   HTML    252K 
11: EX-10.III   Material Contract                                   HTML     70K 
12: EX-10.JJJ   Material Contract                                   HTML    122K 
13: EX-10.KKK   Material Contract                                   HTML     83K 
14: EX-10.LLL   Material Contract                                   HTML     75K 
16: EX-21       Subsidiaries List                                   HTML    500K 
17: EX-23       Consent of Experts or Counsel                       HTML     49K 
18: EX-24.A     Power of Attorney                                   HTML     56K 
19: EX-24.B     Power of Attorney                                   HTML     49K 
15: EX-12       Statement re: Computation of Ratios                 HTML     58K 
20: EX-31.A     Certification -- §302 - SOA'02                      HTML     50K 
21: EX-31.B     Certification -- §302 - SOA'02                      HTML     50K 
22: EX-32.A     Certification -- §906 - SOA'02                      HTML     46K 
23: EX-32.B     Certification -- §906 - SOA'02                      HTML     46K 
143: XML         IDEA XML File -- Definitions and References          XML    986K  
169: XML         IDEA XML File -- Filing Summary                      XML   1.32M  
160: XML.R1      Document and Entity Information                      XML    236K  
161: XML.R2      Consolidated Statement of Income                     XML    729K  
91: XML.R3      Consolidated Balance Sheet                           XML   1.13M 
107: XML.R4      Consolidated Balance Sheet (Parenthetical)           XML    439K  
140: XML.R5      Consolidated Statement of Changes in Shareholders'   XML   1.57M  
                Equity                                                           
134: XML.R6      Consolidated Statement of Cash Flows                 XML    734K  
179: XML.R7      Consolidated Statement of Cash Flows                 XML    331K  
                (Parenthetical)                                                  
54: XML.R8      Summary of Significant Accounting Principles         XML    173K 
133: XML.R9      Merger and Restructuring Activity                    XML    144K  
47: XML.R10     Trading Account Assets and Liabilities               XML     89K 
46: XML.R11     Derivatives                                          XML    601K 
90: XML.R12     Securities                                           XML    515K 
152: XML.R13     Outstanding Loans and Leases                         XML    521K  
95: XML.R14     Allowance for Credit Losses                          XML    172K 
100: XML.R15     Securitizations and Other Variable Interest          XML    682K  
                Entities                                                         
125: XML.R16     Representations and Warranties Obligations and       XML    172K  
                Corporate Guarantees                                             
188: XML.R17     Goodwill and Intangible Assets                       XML    117K  
78: XML.R18     Deposits                                             XML     95K 
30: XML.R19     Federal Funds Sold, Securities Borrowed or           XML    124K 
                Purchased Under Agreements to Resell and                         
                Short-term Borrowings                                            
105: XML.R20     Long-term Debt                                       XML    389K  
149: XML.R21     Commitments and Contingencies                        XML    257K  
62: XML.R22     Shareholders' Equity                                 XML    181K 
141: XML.R23     Accumulated Other Comprehensive Income               XML    129K  
101: XML.R24     Earnings Per Common Share                            XML    111K  
178: XML.R25     Regulatory Requirements and Restrictions             XML    127K  
155: XML.R26     Employee Benefit Plans                               XML    599K  
111: XML.R27     Stock Based Compensation Plans                       XML    112K  
126: XML.R28     Income Taxes                                         XML    222K  
45: XML.R29     Fair Value Measurements                              XML    833K 
50: XML.R30     Fair Value Option                                    XML    185K 
66: XML.R31     Fair Value of Financial Instruments                  XML     90K 
85: XML.R32     Mortgage Servicing Rights                            XML    119K 
124: XML.R33     Business Segment Information                         XML    396K  
154: XML.R34     Parent Company Information                           XML    177K  
37: XML.R35     Performance By Geographic Area                       XML    122K 
55: XML.R36     Summary of Significant Accounting Principles         XML    100K 
                (Policies)                                                       
164: XML.R37     Merger and Restructuring Activity (Tables)           XML    155K  
176: XML.R38     Trading Account Assets and Liabilities (Tables)      XML     87K  
113: XML.R39     Derivatives (Tables)                                 XML    606K  
185: XML.R40     Securities (Tables)                                  XML    544K  
56: XML.R41     Outstanding Loans and Leases (Tables)                XML    559K 
187: XML.R42     Allowance for Credit Losses (Tables)                 XML    175K  
70: XML.R43     Securitizations and Other Variable Interest          XML    690K 
                Entities (Tables)                                                
33: XML.R44     Representations and Warranties Obligations and       XML    154K 
                Corporate Guarantees (Tables)                                    
67: XML.R45     Goodwill and Intangible Assets (Tables)              XML    106K 
148: XML.R46     Deposits (Tables)                                    XML     99K  
174: XML.R47     Federal Funds Sold, Securities Borrowed or           XML    121K  
                Purchased Under Agreements to Resell and                         
                Short-term Borrowings (Tables)                                   
98: XML.R48     Long-term Debt (Tables)                              XML    389K 
73: XML.R49     Commitments and Contingencies (Tables)               XML    125K 
123: XML.R50     Shareholder's Equity (Tables)                        XML    163K  
43: XML.R51     Accumulated Other Comprehensive Income (Tables)      XML    126K 
129: XML.R52     Earnings Per Common Share (Tables)                   XML    106K  
76: XML.R53     Regulatory Requirements and Restrictions (Tables)    XML    112K 
53: XML.R54     Employee Benefit Plans (Tables)                      XML    645K 
172: XML.R55     Stock-Based Compensation Plans (Tables)              XML    109K  
166: XML.R56     Income Taxes (Tables)                                XML    246K  
89: XML.R57     Fair Value Measurements (Tables)                     XML    837K 
60: XML.R58     Fair Value Option (Tables)                           XML    145K 
157: XML.R59     Fair Value of Financial Instruments (Tables)         XML     85K  
49: XML.R60     Mortage Servicing Rights (Tables)                    XML    129K 
135: XML.R61     Business Segment Information (Tables)                XML    394K  
130: XML.R62     Parent Company Information (Tables)                  XML    189K  
165: XML.R63     Performance by Geographical Area (Tables)            XML    121K  
159: XML.R64     Summary of Significant Accounting Principles         XML    958K  
                (Details)                                                        
181: XML.R65     Merger and Restructuring Activity (Details)          XML    215K  
58: XML.R66     Merger and Restructuring Activity (Details 1)        XML    504K 
88: XML.R67     Merger and Restructuring Activity (Details 2)        XML    132K 
119: XML.R68     Merger and Restructuring Activity (Details 3)        XML    318K  
103: XML.R69     Merger and Restructuring Activity (Details           XML    446K  
                Textuals)                                                        
122: XML.R70     Trading Account Assets and Liabilities (Details)     XML    511K  
186: XML.R71     Derivatives (Details)                                XML   7.25M  
59: XML.R72     Derivatives (Details 1)                              XML    426K 
71: XML.R73     Derivatives (Details 2)                              XML    517K 
65: XML.R74     Derivatives (Details Textuals)                       XML    479K 
115: XML.R75     Securities (Details)                                 XML   3.66M  
128: XML.R76     Securities (Details 1)                               XML   4.67M  
110: XML.R77     Securities (Details 2)                               XML    478K  
99: XML.R78     Securities (Details 3)                               XML    120K 
57: XML.R79     Securities (Details 4)                               XML    182K 
35: XML.R80     Securities (Details Textuals)                        XML   1.40M 
117: XML.R81     Outstanding Loans and Leases (Details)               XML   1.82M  
87: XML.R82     Outstanding Loans and Leases (Details 1)             XML    410K 
109: XML.R83     Outstanding Loans and Leases (Details 2)             XML   2.61M  
145: XML.R84     Outstanding Loans and Leases (Details 3)             XML    554K  
139: XML.R85     Outstanding Loans and Leases (Details 4)             XML    230K  
80: XML.R86     Outstanding Loans and Leases (Details 5)             XML    858K 
151: XML.R87     Outstanding Loans and Leases (Details 6)             XML    720K  
136: XML.R88     Outstanding Loans and Leases (Details 7)             XML    218K  
64: XML.R89     Outstanding Loans and Leases (Details 8)             XML    130K 
97: XML.R90     Outstanding Loans and Leases (Details Textuals)      XML   1.28M 
138: XML.R91     Allowance for Credit Losses (Details 1)              XML    615K  
77: XML.R92     Allowance for Credit Losses (Details 2)              XML   1.32M 
156: XML.R93     Allowance for Credit Losses (Details Textuals)       XML    260K  
83: XML.R94     Securitizations and Other Variable Interest          XML   1.20M 
                Entities (Details 1)                                             
144: XML.R95     Securitizations and Other Variable Interest          XML   3.44M  
                Entities (Details 2)                                             
118: XML.R96     Securitizations and Other Variable Interest          XML   3.95M  
                Entities (Details 3)                                             
36: XML.R97     Securitizations and Other Variable Interest          XML   1.44M 
                Entities (Details 4)                                             
81: XML.R98     Securitizations and Other Variable Interest          XML   1.27M 
                Entities (Details Textuals)                                      
150: XML.R99     Representations and Warranties Obligations and       XML    540K  
                Corporate Guarantees (Details)                                   
51: XML.R100    Representations and Warranties Obligations and       XML    480K 
                Corporate Guarantees (Details 1)                                 
112: XML.R101    Representations and Warranties Obligations and       XML    360K  
                Corporate Guarantees (Details Textuals)                          
127: XML.R102    Goodwill and Intangible Assets (Details 1)           XML    544K  
163: XML.R103    Goodwill and Intangible Assets (Details 2)           XML    345K  
190: XML.R104    Goodwill and Intangible Assets (Details Textuals)    XML    482K  
74: XML.R105    Deposits (Details)                                   XML    475K 
38: XML.R106    Federal Funds Sold, Securities Borrowed or           XML    793K 
                Purchased Under Agreements to Resell and                         
                Short-term Borrowings (Details)                                  
79: XML.R107    Long-term Debt (Details)                             XML   2.11M 
86: XML.R108    Long-term Debt (Details 1)                           XML    732K 
48: XML.R109    Long-term Debt (Details 2)                           XML   7.81M 
171: XML.R110    Long-Term Debt (Details Textuals)                    XML    635K  
168: XML.R111    Commitments and Contingencies (Details)              XML   9.96M  
42: XML.R112    Shareholder's Equity (Details)                       XML   3.04M 
92: XML.R113    Shareholders Equity (Details Textuals)               XML   1.21M 
108: XML.R114    Accumulated Other Comprehensive Income (Details)     XML    756K  
142: XML.R115    Earnings Per Common Share (Details 1)                XML    179K  
44: XML.R116    Earnings Per Common Share (Details 2)                XML    166K 
180: XML.R117    Earnings Per Common Share (Details Textual)          XML    242K  
120: XML.R118    Regulatory Requirements and Restrictions (Details)   XML    472K  
104: XML.R119    Regulatory Requirements and Restrictions (Details    XML    493K  
                Textuals)                                                        
41: XML.R120    Employee Benefit Plans (Details)                     XML    651K 
147: XML.R121    Employee Benefit Plans (Details 1)                   XML   1.15M  
131: XML.R122    Employee Benefit Plans (Details 2)                   XML   1.19M  
82: XML.R123    Employee Benefit Plans (Details 3)                   XML    860K 
72: XML.R124    Employee Benefit Plans (Details 4)                   XML    408K 
96: XML.R125    Employee Benefit Plans (Details 5)                   XML    495K 
183: XML.R126    Employee Benefit Plans (Details 6)                   XML    370K  
114: XML.R127    Employee Benefit Plans (Details 7)                   XML   1.94M  
116: XML.R128    Employee Benefit Plans (Details 8)                   XML    803K  
158: XML.R129    Employee Benefit Plans (Details 9)                   XML    373K  
132: XML.R130    Employee Benefit Plans (Details Textuals)            XML   1.31M  
32: XML.R131    Stock-Based Compensation Plans (Details)             XML    560K 
162: XML.R132    Stock-Based Compensation Plans (Details 1)           XML    812K  
68: XML.R133    Income Taxes (Details)                               XML   2.87M 
94: XML.R134    Fair Value Measurements (Details 1)                  XML   8.81M 
121: XML.R135    Fair Value Measurements (Details 2)                  XML   2.45M  
106: XML.R136    Fair Value Measurements (Details 3)                  XML    740K  
182: XML.R137    Fair Value Measurements (Details 4)                  XML   1.92M  
69: XML.R138    Fair Value Measurements (Details 5)                  XML    774K 
52: XML.R139    Fair Value Measurements (Details 6)                  XML    249K 
189: XML.R140    Fair Value Measurements (Details Textuals)           XML    541K  
175: XML.R141    Fair Value Option (Details)                          XML   1.52M  
93: XML.R142    Fair Value Option (Details 1)                        XML    520K 
31: XML.R143    Fair Value Option (Details Textuals)                 XML     87K 
167: XML.R144    Fair Value of Financial Instruments (Details)        XML    210K  
177: XML.R145    Mortage Servicing Rights (Details)                   XML    223K  
39: XML.R146    Mortgage Servicing Rights (Details 1)                XML    163K 
75: XML.R147    Mortgage Servicing Rights (Details 2)                XML    309K 
102: XML.R148    Mortgage Servicing Rights (Details Textuals)         XML     78K  
184: XML.R149    Business Segment Information (Details)               XML   1.40M  
63: XML.R150    Business Segment Information (Details 1)             XML   1.76M 
84: XML.R151    Business Segment Information (Details 2)             XML    626K 
137: XML.R152    Business Segment Information (Details 3)             XML    331K  
40: XML.R153    Parent Company Information (Details)                 XML    428K 
34: XML.R154    Parent Company Information (Details 1)               XML    551K 
146: XML.R155    Parent Company Information (Details 2)               XML    573K  
61: XML.R156    Performance by Geographical Area (Details)           XML    629K 
173: XML.R157    Performance by Geographical Area (Details            XML    244K  
                Textuals)                                                        
170: EXCEL       IDEA Workbook of Financial Reports (.xls)            XLS  11.72M  
24: EX-101.INS  XBRL Instance -- bac-20101231                        XML  17.41M 
26: EX-101.CAL  XBRL Calculations -- bac-20101231_cal                XML    381K 
29: EX-101.DEF  XBRL Definitions -- bac-20101231_def                 XML   3.49M 
27: EX-101.LAB  XBRL Labels -- bac-20101231_lab                      XML   5.83M 
28: EX-101.PRE  XBRL Presentations -- bac-20101231_pre               XML   4.32M 
25: EX-101.SCH  XBRL Schema -- bac-20101231                          XSD   1.11M 
153: ZIP         XBRL Zipped Folder -- 0000950123-11-018743-xbrl      Zip   1.02M

‘XML.R15’   —   Securitizations and Other Variable Interest Entities

This Financial Report is an XBRL XML File.

                                                                                                                                                                                
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<KeyName> 1/1/2010 - 12/31/2010 USD ($) USD ($) / shares </KeyName>
<CurrencySymbol> $ </CurrencySymbol>
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<!--DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd" --> <!-- Begin Block Tagged Note 8 - bac:SecuritizationsAndOtherVariableInterestEntitiesTextBlock--> <div style="margin-left: 0%"> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 12pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">NOTE 8 <font style="color: #ce1126">Securitizations and Other Variable Interest Entities</font></font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation utilizes VIEs in the ordinary course of business to support its own and its customers’ financing and investing needs. The Corporation routinely securitizes loans and debt securities using VIEs as a source of funding for the Corporation and as a means of transferring the economic risk of the loans or debt securities to third parties. The Corporation also administers structures or invests in other VIEs including CDOs, investment vehicles and other entities. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> A VIE is an entity that lacks equity investors or whose equity investors do not have a controlling financial interest in the entity through their equity investments. The entity that has a controlling financial interest in a VIE is referred to as the primary beneficiary and consolidates the VIE. In accordance with the new consolidation guidance effective January 1, 2010, the Corporation is deemed to have a controlling financial interest and is the primary beneficiary of a VIE if it has both the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance and an obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIE. As a result of this change in accounting, the Corporation consolidated certain VIEs and former QSPEs that were previously unconsolidated. Incremental assets of newly consolidated VIEs on January 1, 2010, after elimination of intercompany balances and net of deferred taxes, included $69.7 billion in credit card securitizations, $15.6 billion in commercial paper conduits, $4.7 billion in home equity securitizations, $4.7 billion in municipal bond trusts and $5.7 billion in other VIEs. The net incremental impact of this accounting change on the Corporation’s Consolidated Balance Sheet is set forth in the table below. The net effect of the accounting change on January 1, 2010 shareholders’ equity was a $6.2 billion charge to retained earnings, <font style="white-space: nowrap">net-of-tax,</font> primarily from the increase in the allowance for loan and lease losses, as well as a $116 million charge to accumulated OCI, <font style="white-space: nowrap">net-of-tax,</font> for the net unrealized losses on AFS debt securities in newly consolidated VIEs. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div style="font-size: 0pt; margin-left: 0%; width: 100%; align: left; border-bottom: 1pt solid #ce1126"> </div> <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"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="73%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="8%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="6%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Ending<br /> </b> </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"> <b>Beginning<br /> </b> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance Sheet<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Net Increase<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Balance Sheet<br /> </b> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <font style="font-size: 7pt">(Dollars in millions) </font> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>December 31, 2009</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>(Decrease)</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>January 1, 2010</b> </td> <td>   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Assets</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Cash and cash equivalents </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 121,339 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,807 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 124,146 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Trading account assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 182,206 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,937 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 189,143 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Derivative assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 87,622 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 556 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 88,178 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Debt securities: </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> <font style="white-space: nowrap">Available-for-sale</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 301,601 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (2,320 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 299,281 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> <font style="white-space: nowrap">Held-to-maturity</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,840 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (6,572 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,268 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Total debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 311,441 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (8,892 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 302,549 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Loans and leases </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 900,128 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 102,595 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,002,723 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Allowance for loan and lease losses </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (37,200 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (10,788 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (47,988 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Loans and leases, net of allowance </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 862,928 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 91,807 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 954,735 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Loans <font style="white-space: nowrap">held-for-sale</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 43,874 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,025 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 46,899 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Deferred tax asset </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 27,279 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,498 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 30,777 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> All other assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 593,543 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 701 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 594,244 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total assets</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,230,232 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 100,439 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,330,671 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Liabilities</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Commercial paper and other short-term borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 69,524 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 22,136 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 91,660 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Long-term debt </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 438,521 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 84,356 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 522,877 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> All other liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,490,743 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 217 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,490,960 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total liabilities</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,998,788 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 106,709 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,105,497 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Shareholders’ equity</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Retained earnings </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 71,233 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (6,154 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 65,079 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Accumulated other comprehensive income (loss) </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5,619 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (116 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (5,735 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> All other shareholders’ equity </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 165,830 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 165,830 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total shareholders’ equity</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 231,444 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (6,270 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 225,174 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total liabilities and shareholders’ equity</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,230,232 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 100,439 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,330,671 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <!-- XBRL Pagebreak Begin --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="right" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <font style="font-size: 7pt"> </font> <b> <font style="font-size: 8pt"> </font> </b> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The following tables present the assets and liabilities of consolidated and unconsolidated VIEs at December 31, 2010 and 2009, in situations where the Corporation has continuing involvement with transferred assets or if the Corporation otherwise has a variable interest in the VIE. The tables also present the Corporation’s maximum exposure to loss at December 31, 2010 and 2009 resulting from its involvement with consolidated VIEs and unconsolidated VIEs in which the Corporation holds a variable interest. The Corporation’s maximum exposure to loss is based on the unlikely event that all of the assets in the VIEs become worthless and incorporates not only potential losses associated with assets recorded on the Corporation’s Consolidated Balance Sheet but also potential losses associated with off-balance sheet commitments such as unfunded liquidity commitments and other contractual arrangements. The Corporation’s maximum exposure to loss does not include losses previously recognized through write-downs of assets on the Corporation’s Consolidated Balance Sheet. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation invests in asset-backed securities issued by third-party VIEs with which it has no other form of involvement. These securities are included in <i>Note 3 – Trading Account Assets and Liabilities </i>and <i>Note 5 – Securities. </i>In addition, the Corporation uses VIEs such as trust preferred securities trusts in connection with its funding activities as described in <i>Note 13 – Long-term Debt</i>. The Corporation also uses VIEs in the form of synthetic securitization vehicles to mitigate a portion of the credit risk on its residential mortgage loan portfolio, as described in <i>Note 6 – Outstanding Loans and Leases</i>. The Corporation uses VIEs, such as cash funds managed within <i>GWIM</i>, to provide investment opportunities for clients. Prior to 2010, the Corporation provided support to certain of these cash funds in the form of capital commitments in the event the net asset value per unit of a fund declined below certain thresholds. The Corporation recorded a loss of $195 million in 2009 as the result of these commitments, which were terminated in 2009. These VIEs, which are not consolidated by the Corporation, are not included in the tables within this Note. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Except as described below and with regard to the cash funds, as of December 31, 2010, the Corporation has not provided financial support to consolidated or unconsolidated VIEs that it was not previously contractually required to provide, nor does it intend to do so. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 11pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Mortgage-related Securitizations</font></b> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">First-lien Mortgages</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> As part of its mortgage banking activities, the Corporation securitizes a portion of the first-lien residential mortgage loans it originates or purchases from third parties, generally in the form of MBS guaranteed by GSEs, or GNMA in the case of FHA-insured and U.S. Department of Veteran Affairs (VA)-guaranteed mortgage loans. Securitization occurs in conjunction with or shortly after loan closing or purchase. In addition, the Corporation may, from time to time, securitize commercial mortgages it originates or purchases from other entities. The Corporation typically services the loans it securitizes. Further, the Corporation may retain beneficial interests in the securitization trusts including senior and subordinate securities and equity tranches issued by the trusts. Except as described below and in <i>Note 9 – Representations and Warranties Obligations and Corporate Guarantees</i>, the Corporation does not provide guarantees or recourse to the securitization trusts other than standard representations and warranties. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below summarizes select information related to first-lien mortgage securitizations for 2010 and 2009. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div style="font-size: 0pt; margin-left: 0%; width: 100%; align: left; border-bottom: 1pt solid #ce1126"> </div> <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"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="49%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="3%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="3%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="1%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="1%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="4%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="1%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=07 type=lead --> <td width="1%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="4%"> </td><!-- colindex=08 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=08 type=lead --> <td width="1%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="1%"> </td><!-- colindex=09 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=09 type=lead --> <td width="1%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="4%"> </td><!-- colindex=10 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=10 type=lead --> <td width="2%" align="right"> </td><!-- colindex=10 type=body --> <td width="1%" align="left"> </td><!-- colindex=10 type=hang1 --> <td width="1%"> </td><!-- colindex=11 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=11 type=lead --> <td width="1%" align="right"> </td><!-- colindex=11 type=body --> <td width="1%" align="left"> </td><!-- colindex=11 type=hang1 --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="30" align="center" valign="bottom" style="border-bottom: 1px solid #ce1126"> <b>Residential Mortgage</b> </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> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" 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="22" align="center" valign="bottom" style="border-bottom: 1px solid #ce1126"> <b>Non-Agency</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom"> <b>Commercial </b> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #ce1126"> <b>Agency</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #ce1126"> <b>Prime</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #ce1126"> <b>Subprime</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #ce1126"> <b>Alt-A</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-bottom: 1px solid #ce1126"> <b>Mortgage</b> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <font style="font-size: 7pt">(Dollars in millions) </font> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> 2009 </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> 2009 </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> 2009 </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> 2009 </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>2010</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> 2009 </td> <td>   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 6pt"> Cash proceeds from new securitizations <sup style="font-size: 85%; vertical-align: top">(1)</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>243,901</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 346,448 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,227</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 313 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 6pt"> Gain (loss) on securitizations, net of hedges <sup style="font-size: 85%; vertical-align: top">(2)</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(473</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 73 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 6pt"> Cash flows received on residual interests </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>18</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 25 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>58</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 71 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <tr> <td width="1%"></td> <td width="1%"></td> <td width="98%"></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(1)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">The Corporation sells residential mortgage loans to GSEs in the normal course of business and receives MBS in exchange which may then be sold into the market to third-party investors for cash proceeds. </font></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(2)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">Substantially all of the first-lien residential mortgage loans securitized are initially classified as LHFS and accounted for under the fair value option. As such, gains are recognized on these LHFS prior to securitization. During 2010 and 2009, the Corporation recognized $5.1 billion and $5.5 billion of gains on these LHFS, net of hedges. </font></td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In addition to cash proceeds as reported in the table above, the Corporation received securities with an initial fair value of $23.7 billion in connection with agency first-lien residential mortgage securitizations in 2010. All of these securities were initially classified as Level 2 assets within the fair value hierarchy. During 2010, there were no changes to the initial classification. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation recognizes consumer MSRs from the sale or securitization of first-lien mortgage loans. Servicing fee and ancillary fee income on consumer mortgage loans serviced, including securitizations where the Corporation has continuing involvement, were $6.4 billion and $6.2 billion in 2010 and 2009. Servicing advances on consumer mortgage loans, including securitizations where the Corporation has continuing involvement, were $24.3 billion and $19.3 billion at December 31, 2010 and 2009. The Corporation may have the option to repurchase delinquent loans out of securitization trusts, which reduces the amount of servicing advances it is required to make. During 2010 and 2009, $14.5 billion and $13.1 billion of loans were repurchased from first-lien securitization trusts as a result of loan delinquencies or in order to perform modifications. The majority of these loans repurchased were FHA insured mortgages collateralizing GNMA securities. In addition, the Corporation has retained commercial MSRs from the sale or securitization of commercial mortgage loans. Servicing fee and ancillary fee income on commercial mortgage loans serviced, including securitizations where the Corporation has continuing involvement, were $21 million and $49 million in 2010 and 2009. Servicing advances on commercial mortgage loans, including securitizations where the Corporation has continuing involvement, were $156 million and $109 million at December 31, 2010 and 2009. </div> <!-- XBRL Pagebreak Begin --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-size: 8pt"> </font> </b> <font style="font-size: 7pt"> </font> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below summarizes select information related to first-lien mortgage securitization trusts in which the Corporation held a variable interest at December 31, 2010 and 2009. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div style="font-size: 0pt; margin-left: 0%; width: 100%; align: left; border-bottom: 1pt solid #ce1126"> </div> <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"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="41%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="4%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="4%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="2%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="2%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="2%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=07 type=lead --> <td width="2%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> <td width="1%"> </td><!-- colindex=08 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=08 type=lead --> <td width="3%" align="right"> </td><!-- colindex=08 type=body --> <td width="1%" align="left"> </td><!-- colindex=08 type=hang1 --> <td width="1%"> </td><!-- colindex=09 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=09 type=lead --> <td width="3%" align="right"> </td><!-- colindex=09 type=body --> <td width="1%" align="left"> </td><!-- colindex=09 type=hang1 --> <td width="2%"> </td><!-- colindex=10 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=10 type=lead --> <td width="2%" align="right"> </td><!-- colindex=10 type=body --> <td width="1%" align="left"> </td><!-- colindex=10 type=hang1 --> <td width="1%"> </td><!-- colindex=11 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=11 type=lead --> <td width="3%" align="right"> </td><!-- colindex=11 type=body --> <td width="1%" align="left"> </td><!-- colindex=11 type=hang1 --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="30" align="center" valign="bottom"> <b>Residential Mortgage</b> </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> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="22" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Non-Agency</b> </td> <td style="border-top: 1px solid #ce1126">   </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> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom"> <b>Agency</b> </td> <td>   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Prime</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="6" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Subprime</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="6" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Alt-A</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom"> <b>Commercial Mortgage</b> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>December 31</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="6" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>December 31</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>December 31</b> </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <font style="font-size: 7pt">(Dollars in millions) </font> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2010</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 2009 </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2010</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 2009 </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2010</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 2009 </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2010</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 2009 </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2010</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 2009 </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Unconsolidated VIEs</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Maximum loss exposure <sup style="font-size: 85%; vertical-align: top">(1)</sup></font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>44,988</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,398 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,794</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,068 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>416</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 224 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>651</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 996 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,199</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,877 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="top" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 18pt"> Senior securities held <sup style="font-size: 85%; vertical-align: top">(2)</sup>: </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 30pt"> Trading account assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,526</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,295 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>147</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 201 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>126</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>645</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 431 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>146</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 469 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 30pt"> AFS debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35,400</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,103 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,593</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,845 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>234</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 188 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 561 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>984</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,215 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 18pt"> Subordinate securities held <sup style="font-size: 85%; vertical-align: top">(2)</sup>: </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 30pt"> Trading account assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>12</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 122 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 30pt"> AFS debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>39</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 23 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 18pt"> Residual interests held </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>62</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>61</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 48 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 18pt"> All other assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="top" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total retained positions</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>44,988</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,398 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,794</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,068 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>416</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 224 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>651</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 996 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,199</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,877 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="top" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 6pt"> Principal balance outstanding <sup style="font-size: 85%; vertical-align: top">(3)</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,297,159</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,255,650 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>75,762</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 81,012 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>92,710</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 83,065 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>116,233</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 147,072 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73,597</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 65,397 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="top" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Consolidated VIEs</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Maximum loss exposure <sup style="font-size: 85%; vertical-align: top">(1)</sup></font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,746</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,683 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>46</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 472 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>42</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,261 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="top" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 18pt"> Loans and leases </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,563</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,689 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 450 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 18pt"> Allowance for loan and lease losses </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(37</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 18pt"> Loans <font style="white-space: nowrap">held-for-sale</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 436 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>732</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,030 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 18pt"> All other assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>220</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>46</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 86 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>16</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 271 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="top" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total assets</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>32,746</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,683 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>46</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 522 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>748</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,751 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="top" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 18pt"> Long-term debt </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 48 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,737 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 18pt"> All other liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>768</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="top" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="top"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total liabilities</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 51 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>768</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,740 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <tr> <td width="1%"></td> <td width="1%"></td> <td width="98%"></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(1)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">Maximum loss exposure excludes the liability for representations and warranties obligations and corporate guarantees and also excludes servicing advances. For more information, see <i>Note 9 – Representations and Warranties Obligations and Corporate Guarantees.</i> </font></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(2)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">As a holder of these securities, the Corporation receives scheduled principal and interest payments. During 2010 and 2009, there were no OTTI losses recorded on those securities classified as AFS debt securities. </font></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(3)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">Principal balance outstanding includes loans the Corporation transferred with which the Corporation has continuing involvement, which may include servicing the loans. </font></td> </tr> </table> <!-- XBRL Pagebreak Begin --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="right" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <font style="font-size: 7pt"> </font> <b> <font style="font-size: 8pt"> </font> </b> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Home Equity Mortgages</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation maintains interests in home equity securitization trusts to which the Corporation transferred home equity loans. These retained interests include senior and subordinate securities and residual interests. In addition, the Corporation may be obligated to provide subordinate funding to the trusts during a rapid amortization event. The Corporation also services the loans in the trusts. Except as described below and in <i>Note 9 – Representations and Warranties Obligations and Corporate Guarantees</i>, the Corporation does not provide guarantees or recourse to the securitization trusts other than standard representations and warranties. There were no securitizations of home equity loans during 2010 and 2009. Collections reinvested in revolving period securitizations were $21 million and $177 million during 2010 and 2009. Cash flows received on residual interests were $12 million and $35 million in 2010 and 2009. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below summarizes select information related to home equity loan securitization trusts in which the Corporation held a variable interest at December 31, 2010 and 2009. </div> <div style="font-size: 12pt; margin-left: 0%; width: 100%; align: left; border-bottom: 1pt solid #ce1126"> </div> <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"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="72%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="4%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="5%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="2%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="5%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="14" align="center" valign="bottom"> <b>December 31</b> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2010</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> 2009 </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Retained<br /> </b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Retained<br /> </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 6pt" 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"> <b>Interests in<br /> </b> </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"> Interests in<br /> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Consolidated<br /> </b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Unconsolidated<br /> </b> </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"> Unconsolidated<br /> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <font style="font-size: 7pt">(Dollars in millions) </font> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>VIEs</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>VIEs</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>Total</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> VIEs </td> <td>   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Maximum loss exposure <sup style="font-size: 85%; vertical-align: top">(1)</sup></font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>3,192</b> </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>9,132</b> </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>12,324</b> </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 13,947 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Trading account assets <sup style="font-size: 85%; vertical-align: top">(2, 3)</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>209</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>209</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 16 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> <font style="white-space: nowrap">Available-for-sale</font> debt securities <sup style="font-size: 85%; vertical-align: top">(3, 4)</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>35</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 147 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Loans and leases </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,529</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,529</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Allowance for loan and lease losses </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(337</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(337</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,192</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>244</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,436</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 163 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Long-term debt </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,635</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,635</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> All other liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>23</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>23</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,658</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,658</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Principal balance outstanding </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,529</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>20,095</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>23,624</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 31,869 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <tr> <td width="1%"></td> <td width="1%"></td> <td width="98%"></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(1)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">For unconsolidated VIEs, the maximum loss exposure includes outstanding trust certificates issued by trusts in rapid amortization, net of recorded reserves, and excludes the liability for representations and warranties and corporate guarantees. </font></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(2)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">At December 31, 2010 and 2009, $204 million and $15 million of the debt securities classified as trading account assets were senior securities and $5 million and $1 million were subordinate securities. </font></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(3)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">As a holder of these securities, the Corporation receives scheduled principal and interest payments. During 2010 and 2009, there were no OTTI losses recorded on those securities classified as AFS debt securities. </font></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(4)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">At December 31, 2010 and 2009, $35 million and $47 million represent subordinate debt securities held. At December 31, 2009, $100 million are residual interests classified as AFS debt securities. </font></td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Under the terms of the Corporation’s home equity loan securitizations, advances are made to borrowers when they draw on their lines of credit and the Corporation is reimbursed for those advances from the cash flows in the securitization. During the revolving period of the securitization, this reimbursement normally occurs within a short period after the advance. However, when certain securitization transactions have begun a rapid amortization period, reimbursement of the Corporation’s advance occurs only after other parties in the securitization have received all of the cash flows to which they are entitled. This has the effect of extending the time period for which the Corporation’s advances are outstanding. In addition, if loan losses requiring draws on monoline insurers’ policies, which protect the bondholders in the securitization, exceed a specified threshold or duration, the Corporation may not receive reimbursement for all of the funds advanced to borrowers, as the senior bondholders and the monoline insurers have priority for repayment. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Substantially all of the home equity loan securitizations for which the Corporation has an obligation to provide subordinate advances have entered rapid amortization. The Corporation evaluates each of these securitizations for potential losses due to non-recoverable advances by estimating the amount and timing of future losses on the underlying loans, the excess spread available to cover such losses and potential cash flow shortfalls during rapid amortization. A maximum funding obligation attributable to rapid amortization cannot be calculated as a home equity borrower has the ability to pay down and re-draw balances. At December 31, 2010 and 2009, home equity loan securitization transactions in rapid amortization, including both consolidated and unconsolidated trusts, had $12.5 billion and $14.1 billion of trust certificates outstanding. This amount is significantly greater than the amount the Corporation expects to fund. At December 31, 2010, the remaining $93 million of trust certificates outstanding related to these types of securitization transactions are expected to enter rapid amortization during the next 12 months. The charges that will ultimately be recorded as a result of the rapid amortization events depend on the performance of the loans, the amount of subsequent draws and the timing of related cash flows. At December 31, 2010 and 2009, the reserve for losses on expected future draw obligations on the home equity loan securitizations in or expected to be in rapid amortization was $131 million and $178 million. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation has consumer MSRs from the sale or securitization of home equity loans. The Corporation recorded $79 million and $128 million of servicing fee income related to home equity securitizations during 2010 and 2009. The Corporation repurchased $17 million and $31 million of loans from home equity securitization trusts in order to perform modifications or pursuant to clean up calls during 2010 and 2009. </div> <!-- XBRL Pagebreak Begin --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-size: 8pt"> </font> </b> <font style="font-size: 7pt"> </font> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 11pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Credit Card Securitizations</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation securitizes originated and purchased credit card loans. The Corporation’s continuing involvement with the securitization trusts includes servicing the receivables, retaining an undivided interest (seller’s interest) in the receivables, and holding certain retained interests including senior and subordinate securities, discount receivables, subordinate interests in accrued interest and fees on the securitized receivables, and cash reserve accounts. The Corporation consolidated all credit card securitization trusts on January 1, 2010 in accordance with new consolidation guidance. Certain retained interests, including senior and subordinate securities, were eliminated in consolidation. The seller’s interest in the trusts, which is pari passu to the investors’ interest, and the discount receivables continue to be classified in loans and leases. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below summarizes select information related to credit card securitization trusts in which the Corporation held a variable interest at December 31, 2010 and 2009. </div> <div style="font-size: 12pt; margin-left: 0%; width: 100%; align: left; border-bottom: 1pt solid #ce1126"> </div> <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"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="82%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="4%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="8%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" align="center" valign="bottom"> <b>December 31</b> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2010</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> 2009 </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Consolidated<br /> </b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Retained Interests in<br /> </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <font style="font-size: 7pt">(Dollars in millions) </font> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> <b>VIEs</b> </td> <td>   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom"> Unconsolidated VIEs </td> <td>   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Maximum loss exposure <sup style="font-size: 85%; vertical-align: top">(1)</sup></font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>36,596</b> </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 32,167 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Trading account assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 80 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> <font style="white-space: nowrap">Available-for-sale</font> debt securities <sup style="font-size: 85%; vertical-align: top">(2)</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,501 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> <font style="white-space: nowrap">Held-to-maturity</font> securities <sup style="font-size: 85%; vertical-align: top">(2)</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,573 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Loans and leases <sup style="font-size: 85%; vertical-align: top">(3)</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>92,104</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,905 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Allowance for loan and lease losses </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(8,505</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (1,727 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Derivative assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,778</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> All other assets <sup style="font-size: 85%; vertical-align: top">(4)</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,259</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,547 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>89,636</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 29,879 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Long-term debt </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>52,781</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> All other liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>259</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>53,040</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Trust loans </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>92,104</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 103,309 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <tr> <td width="1%"></td> <td width="1%"></td> <td width="98%"></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(1)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">At December 31, 2009, maximum loss exposure represents the total retained interests held by the Corporation and also includes $2.3 billion related to a liquidity support commitment the Corporation provided to one of the U.S. Credit Card Securitization Trust’s commercial paper program. This commercial paper program was terminated in 2010. </font></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(2)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">As a holder of these securities, the Corporation receives scheduled principal and interest payments. During 2009, there were no OTTI losses recorded on those securities classified as AFS or HTM debt securities. </font></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(3)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">At December 31, 2010 and 2009, loans and leases includes $20.4 billion and $10.8 billion of seller’s interest and $3.8 billion and $4.1 billion of discount receivables. </font></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(4)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">At December 31, 2010, all other assets includes restricted cash accounts and unbilled accrued interest and fees. At December 31, 2009, all other assets includes discount subordinate interests in accrued interest and fees on the securitized receivables, cash reserve accounts and interest-only strips which are carried at fair value. </font></td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> During 2010, $2.9 billion of new senior debt securities were issued to external investors from the credit card securitization trusts. There were no new debt securities issued to external investors from the credit card securitization trusts during 2009. Collections reinvested in revolving period securitizations were $133.8 billion and cash flows received on residual interests were $5.5 billion during 2009. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> At December 31, 2009, there were no recognized servicing assets or liabilities associated with any of the credit card securitization transactions. The Corporation recorded $2.0 billion in servicing fees related to credit card securitizations during 2009. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> During 2010 and 2009, subordinate securities with a notional principal amount of $11.5 billion and $7.8 billion and a stated interest rate of zero percent were issued by certain credit card securitization trusts to the Corporation. In addition, the Corporation has elected to designate a specified percentage of new receivables transferred to the trusts as “discount receivables” such that principal collections thereon are added to finance charges which increases the yield in the trust. Through the designation of newly transferred receivables as discount receivables, the Corporation has subordinated a portion of its seller’s interest to the investors’ interest. These actions, which were specifically permitted by the terms of the trust documents, were taken in an effort to address the decline in the excess spread of the U.S. and U.K. Credit Card Securitization Trusts. As these trusts were consolidated on January 1, 2010, the issuance of subordinate securities and the discount receivables election had no impact on the Corporation’s consolidated results during 2010 or 2009. At December 31, 2009, the carrying amount and fair value of the retained subordinate securities were $6.6 billion and $6.4 billion. These balances were eliminated on January 1, 2010 with the consolidation of the trusts. The outstanding principal balance of discount receivables, which are classified in loans and leases, was $3.8 billion and $4.1 billion at December 31, 2010 and 2009. </div> <!-- XBRL Pagebreak Begin --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="right" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <font style="font-size: 7pt"> </font> <b> <font style="font-size: 8pt"> </font> </b> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 11pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Other Asset-backed Securitizations</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Other asset-backed securitizations include resecuritization trusts, municipal bond trusts, and automobile and other securitization trusts. The table below summarizes select information related to other asset-backed securitizations in which the Corporation held a variable interest at December 31, 2010 and 2009. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div style="font-size: 0pt; margin-left: 0%; width: 100%; align: left; border-bottom: 1pt solid #ce1126"> </div> <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"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="63%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="2%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="2%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="4%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="2%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="1%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="3%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="4%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="2%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=07 type=lead --> <td width="2%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom">   </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Automobile and Other<br /> </b> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Resecuritization Trusts</b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Municipal Bond Trusts</b> </td> <td>   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom"> <b>Securitization Trusts</b> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>December 31</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>December 31</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="6" nowrap="nowrap" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>December 31</b> </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <font style="font-size: 7pt">(Dollars in millions) </font> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2010</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 2009 </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2010</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 2009 </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2010</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 2009 </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -7pt; margin-left: 7pt"> <b><font style="font-size: 6pt">Unconsolidated VIEs</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Maximum loss exposure</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,425</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 543 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,261</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 10,143 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>141</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,511 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Senior securities held <sup style="font-size: 85%; vertical-align: top">(1, 2)</sup>: </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> Trading account assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,324</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 543 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>255</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 155 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> AFS debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17,989</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>109</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,212 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Subordinate securities held <sup style="font-size: 85%; vertical-align: top">(1, 2)</sup>: </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> Trading account assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> AFS debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,036</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 195 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Residual interests held <sup style="font-size: 85%; vertical-align: top">(3)</sup> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>74</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 203 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 83 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> All other assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>17</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 5 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 42pt"> <b><font style="font-size: 6pt">Total retained positions</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>21,425</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 543 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>255</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 358 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>126</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,495 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Total assets of VIEs </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>55,006</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,443 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,108</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,247 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>774</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,636 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Consolidated VIEs</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Maximum loss exposure</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,716</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,061</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 908 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Trading account assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,716</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Loans and leases </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,583</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,292 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Allowance for loan and lease losses </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(29</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (101 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> All other assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>196</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 25 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 42pt"> <b><font style="font-size: 6pt">Total assets</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,716</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9,750</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,216 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Commercial paper and other short-term borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,921</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Long-term debt </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,681</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,308 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> All other liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>101</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 42pt"> <b><font style="font-size: 6pt">Total liabilities</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>68</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,921</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,782</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,308 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <tr> <td width="1%"></td> <td width="1%"></td> <td width="98%"></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(1)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">As a holder of these securities, the Corporation receives scheduled principal and interest payments. During 2010 and 2009, there were no significant OTTI losses recorded on those securities classified as AFS debt securities. </font></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(2)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">The retained senior and subordinate securities were valued using quoted market prices or observable market inputs (Level 2 of the fair value hierarchy). </font></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(3)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">The retained residual interests are carried at fair value which was derived using model valuations (Level 3 of the fair value hierarchy). </font></td> </tr> </table> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Resecuritization Trusts</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation transfers existing securities, typically MBS, into resecuritization vehicles at the request of customers seeking securities with specific characteristics. The Corporation may also enter into resecuritizations of securities within its investment portfolio for purposes of improving liquidity and capital, and managing credit or interest rate risk. Generally, there are no significant ongoing activities performed in a resecuritization trust and no single investor has the unilateral ability to liquidate the trust. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> During 2010, the Corporation resecuritized $97.7 billion of MBS, including $71.3 billion of securities purchased from third parties compared to $49.2 billion in 2009. Net losses upon sale totaled $144 million during 2010 compared to net gains of $213 million in 2009. The Corporation consolidates a resecuritization trust if it has sole discretion over the design of the trust, including the identification of securities to be transferred in and the structure of securities to be issued, and also retains a variable interest that could potentially be significant to the trust. If one or a limited number of third-party investors share responsibility for the design of the trust and purchase a significant portion of subordinate securities, the Corporation does not consolidate the trust. Prior to 2010, these resecuritization trusts were typically QSPEs and as such were not subject to consolidation by the Corporation. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Municipal Bond Trusts</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation administers municipal bond trusts that hold highly rated, long-term, fixed-rate municipal bonds. The vast majority of the bonds are rated AAA or AA and some of the bonds benefit from insurance provided by monolines. The trusts obtain financing by issuing floating-rate trust certificates that reprice on a weekly or other basis to third-party investors. The Corporation may serve as remarketing agent <font style="white-space: nowrap">and/or</font> liquidity provider for the trusts. The floating-rate investors have the right to tender the certificates at specified dates, often with as little as seven days’ notice. Should the Corporation be unable to remarket the tendered certificates, it is generally obligated to purchase them at par under standby liquidity facilities unless the bond’s credit rating has declined below investment-grade or there has been an event of default or bankruptcy of the issuer and insurer. </div> <!-- XBRL Pagebreak Begin --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-size: 8pt"> </font> </b> <font style="font-size: 7pt"> </font> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 6pt; text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation also provides credit enhancement to investors in certain municipal bond trusts whereby the Corporation guarantees the payment of interest and principal on floating-rate certificates issued by these trusts in the event of default by the issuer of the underlying municipal bond. If a customer holds the residual interest in a trust, that customer typically has the unilateral ability to liquidate the trust at any time, while the Corporation typically has the ability to trigger the liquidation of that trust if the market value of the bonds held in the trust declines below a specified threshold. This arrangement is designed to limit market losses to an amount that is less than the customer’s residual interest, effectively preventing the Corporation from absorbing losses incurred on assets held within that trust. The weighted-average remaining life of bonds held in the trusts at December 31, 2010 was 13.3 years. There were no material write-downs or downgrades of assets or issuers during 2010. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> During 2010 and 2009, the Corporation was the transferor of assets into unconsolidated municipal bond trusts and received cash proceeds from new securitizations of $1.2 billion and $664 million. At December 31, 2010 and 2009, the principal balance outstanding for unconsolidated municipal bond securitization trusts for which the Corporation was transferor was $2.2 billion and $6.9 billion. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation’s liquidity commitments to unconsolidated municipal bond trusts, including those for which the Corporation was transferor, totaled $4.0 billion and $9.8 billion at December 31, 2010 and 2009. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Automobile and Other Securitization Trusts</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation transfers automobile and other loans into securitization trusts, typically to improve liquidity or manage credit risk. At December 31, 2010, the Corporation serviced assets or otherwise had continuing involvement with automobile and other securitization trusts with outstanding balances of $10.5 billion, including trusts collateralized by automobile loans of $8.4 billion, student loans of $1.3 billion, and other loans and receivables of $774 million. At December 31, 2009, the Corporation serviced assets or otherwise had continuing involvement with automobile and other securitization trusts with outstanding balances of $11.9 billion, including trusts collateralized by automobile loans of $11.0 billion and other loans of $905 million. The Corporation transferred $3.0 billion of automobile loans, $1.3 billion of student loans and $303 million of other receivables to the trusts during 2010 and $9.0 billion of automobile loans during 2009. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 11pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Multi-seller Conduits</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation previously administered four multi-seller conduits which provided a low-cost funding alternative to the conduits’ customers by facilitating access to the commercial paper market. These customers sold or otherwise transferred assets to the conduits, which in turn issued short-term commercial paper that was rated high-grade and was collateralized by the underlying assets. The Corporation provided combinations of liquidity and SBLCs to the conduits for the benefit of third-party investors. These commitments had an aggregate notional amount outstanding of $34.5 billion at December 31, 2009. The Corporation liquidated the four conduits and terminated all liquidity and other commitments during 2010. Liquidation of the conduits did not impact the Corporation’s consolidated results of operations. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below summarizes select information related to multi-seller conduits in which the Corporation held a variable interest at December 31, 2009. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div style="font-size: 0pt; margin-left: 0%; width: 100%; align: left; border-bottom: 1pt solid #ce1126"> </div> <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"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="80%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="4%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="5%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="2%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom"> December 31, 2009 </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <font style="font-size: 7pt">(Dollars in millions) </font> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Consolidated </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Unconsolidated </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Total </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Maximum loss exposure</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 9,388 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 25,135 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 34,523 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </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: 20pt"> <font style="white-space: nowrap">Available-for-sale</font> debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,492 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,492 </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: 20pt"> <font style="white-space: nowrap">Held-to-maturity</font> debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,899 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,899 </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: 20pt"> Loans and leases </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 318 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 318 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 636 </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: 20pt"> All other assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 64 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,713 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 378 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,091 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Commercial paper and other short-term borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,748 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,748 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,748 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,748 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Total assets of VIEs </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,713 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 13,893 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 20,606 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <!-- XBRL Pagebreak Begin --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="right" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <font style="font-size: 7pt"> </font> <b> <font style="font-size: 8pt"> </font> </b> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 11pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Collateralized Debt Obligation Vehicles</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> CDO vehicles hold diversified pools of fixed-income securities, typically corporate debt or asset-backed securities, which they fund by issuing multiple tranches of debt and equity securities. Synthetic CDOs enter into a portfolio of credit default swaps to synthetically create exposure to fixed-income securities. CLOs are a subset of CDOs which hold pools of loans, typically corporate loans or commercial mortgages. CDOs are typically managed by third-party portfolio managers. The Corporation transfers assets to these CDOs, holds securities issued by the CDOs and may be a derivative counterparty to the CDOs, including a credit default swap counterparty for synthetic CDOs. The Corporation has also entered into total return swaps with certain CDOs whereby the Corporation absorbs the economic returns generated by specified assets held by the CDO. The Corporation receives fees for structuring CDOs and providing liquidity support for super senior tranches of securities issued by certain CDOs. No third parties provide a significant amount of similar commitments to these CDOs. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below summarizes select information related to CDO vehicles in which the Corporation held a variable interest at December 31, 2010 and 2009. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div style="font-size: 0pt; margin-left: 0%; width: 100%; align: left; border-bottom: 1pt solid #ce1126"> </div> <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"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="56%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="4%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="5%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="2%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="5%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=07 type=lead --> <td width="3%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="22" align="center" valign="bottom"> <b>December 31</b> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2010</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="10" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> 2009 </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <font style="font-size: 7pt">(Dollars in millions) </font> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Consolidated</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Unconsolidated</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Total</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Consolidated </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Unconsolidated </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Total </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Maximum loss exposure <sup style="font-size: 85%; vertical-align: top">(1)</sup></font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2,971</b> </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>3,828</b> </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>6,799</b> </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 3,863 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 6,987 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 10,850 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Trading account assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,485</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>884</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,369</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,785 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,253 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,038 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Derivative assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>207</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>890</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,097</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,085 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,085 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> <font style="white-space: nowrap">Available-for-sale</font> debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>769</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>338</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,107</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,414 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 368 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,782 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> All other assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>123</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>147</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 166 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 166 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,485</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>2,235</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,720</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,199 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,872 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,071 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Derivative liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>58</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>58</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 781 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 781 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Long-term debt </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,162</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,162</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,753 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,753 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,162</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>58</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,220</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 2,753 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 781 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,534 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Total assets of VIEs </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,485</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>43,476</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>46,961</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,199 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 56,590 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 60,789 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <table width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent; text-align: left"> <tr> <td width="1%"></td> <td width="1%"></td> <td width="98%"></td> </tr> <tr> <td valign="top"> <font style="font-size: 6pt"><sup style="font-size: 85%; vertical-align: top">(1)</sup></font></td> <td></td> <td valign="bottom" style="text-align:justify"> <font style="font-size: 6pt">Maximum loss exposure is net of credit protection purchased from the CDO with which the Corporation has involvement but has not been reduced to reflect the benefit of insurance purchased from other third parties. </font></td> </tr> </table> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation’s maximum loss exposure of $6.8 billion at December 31, 2010 includes $1.8 billion of super senior CDO exposure, $2.2 billion of exposure to CDO financing facilities and $2.8 billion of other non-super senior exposure. This exposure is calculated on a gross basis and does not reflect any benefit from insurance purchased from third parties other than the CDO itself. Net of purchased insurance but including securities retained from liquidations of CDOs, the Corporation’s net exposure to super senior CDO-related positions was $1.2 billion at December 31, 2010. The CDO financing facilities, which are consolidated, obtain funding from third parties for CDO positions which are principally classified in trading account assets on the Corporation’s Consolidated Balance Sheet. The CDO financing facilities’ long-term debt at December 31, 2010 totaled $2.6 billion, all of which has recourse to the general credit of the Corporation. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> At December 31, 2010, the Corporation had $951 million notional amount of super senior CDO liquidity exposure, including derivatives and other exposures with third parties that hold super senior cash positions on the Corporation’s behalf and to certain synthetic CDOs through which the Corporation is obligated to purchase super senior CDO securities at par value if the CDOs need cash to make payments due under credit default swaps written by the CDO vehicles. Liquidity-related commitments also include $1.7 billion notional amount of derivative contracts with unconsolidated special purpose entities (SPEs), principally CDO vehicles, which hold non-super senior CDO debt securities or other debt securities on the Corporation’s behalf. These derivatives comprise substantially all of the $1.7 billion notional amount of derivative contracts through which the Corporation obtains funding from third-party SPEs, as described in <i>Note 14 – Commitments and Contingencies. </i>The Corporation’s $2.7 billion of aggregate liquidity exposure to CDOs at December 31, 2010 is included in the table above to the extent that the Corporation sponsored the CDO vehicle or the liquidity exposure is more than insignificant compared to total assets of the CDO vehicle. Liquidity exposure included in the table is reported net of previously recorded losses. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation’s maximum exposure to loss is significantly less than the total assets of the CDO vehicles in the table above because the Corporation typically has exposure to only a portion of the total assets. The Corporation has also purchased credit protection from some of the same CDO vehicles in which it invested, thus reducing the Corporation’s maximum exposure to loss. </div> <!-- XBRL Pagebreak Begin --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-size: 8pt"> </font> </b> <font style="font-size: 7pt"> </font> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 11pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Customer Vehicles</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Customer vehicles include credit-linked and equity-linked note vehicles, repackaging vehicles and asset acquisition vehicles, which are typically created on behalf of customers who wish to obtain market or credit exposure to a specific company or financial instrument. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below summarizes select information related to customer vehicles in which the Corporation held a variable interest at December 31, 2010 and 2009. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div style="font-size: 0pt; margin-left: 0%; width: 100%; align: left; border-bottom: 1pt solid #ce1126"> </div> <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"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="56%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="4%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="5%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="2%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="5%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=07 type=lead --> <td width="3%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="22" align="center" valign="bottom"> <b>December 31</b> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2010</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="10" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> 2009 </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <font style="font-size: 7pt">(Dollars in millions) </font> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Consolidated</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Unconsolidated</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Total</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Consolidated </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Unconsolidated </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Total </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Maximum loss exposure</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> <b><font style="font-size: 6pt">$</font></b> </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b><font style="font-size: 6pt">4,449</font></b> </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> <b><font style="font-size: 6pt">$</font></b> </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b><font style="font-size: 6pt">2,735</font></b> </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> <b><font style="font-size: 6pt">$</font></b> </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b><font style="font-size: 6pt">7,184</font></b> </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 277 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 10,229 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 10,506 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Trading account assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,458</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>876</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>4,334</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 183 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,334 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,517 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Derivative assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>722</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>723</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 78 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,815 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,893 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Loans and leases </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 65 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 65 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Loans <font style="white-space: nowrap">held-for-sale</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>959</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>959</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> – </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> All other assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,429</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,429</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 16 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,847</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,598</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,445</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 277 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,214 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 6,491 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Derivative liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>23</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>24</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 267 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 267 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Commercial paper and other short-term borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 22 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Long-term debt </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,457</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,457</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 50 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 74 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 124 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> All other liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>140</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>140</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,357 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,357 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,458</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>163</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>3,621</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,698 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,770 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Total assets of VIEs </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>5,847</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,090</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,937</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 277 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,487 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 16,764 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Credit-linked and equity-linked note vehicles issue notes which pay a return that is linked to the credit or equity risk of a specified company or debt instrument. The vehicles purchase high-grade assets as collateral and enter into credit default swaps or equity derivatives to synthetically create the credit or equity risk to pay the specified return on the notes. The Corporation is typically the counterparty for some or all of the credit and equity derivatives and, to a lesser extent, it may invest in securities issued by the vehicles. The Corporation may also enter into interest rate or foreign currency derivatives with the vehicles. The Corporation also had approximately $338 million of other liquidity commitments, including written put options and collateral value guarantees, with unconsolidated credit-linked and equity-linked note vehicles at December 31, 2010. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Repackaging vehicles issue notes that are designed to incorporate risk characteristics desired by customers. The vehicles hold debt instruments such as corporate bonds, convertible bonds or asset-backed securities with the desired credit risk profile. The Corporation enters into derivatives with the vehicles to change the interest rate or foreign currency profile of the debt instruments. If a vehicle holds convertible bonds and the Corporation retains the conversion option, the Corporation is deemed to have controlling financial interest and consolidates the vehicle. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Asset acquisition vehicles acquire financial instruments, typically loans, at the direction of a single customer and obtain funding through the issuance of structured notes to the Corporation. At the time the vehicle acquires an asset, the Corporation enters into total return swaps with the customer such that the economic returns of the asset are passed through to the customer. The Corporation is exposed to counterparty credit risk if the asset declines in value and the customer defaults on its obligation to the Corporation under the total return swaps. The Corporation’s risk may be mitigated by collateral or other arrangements. The Corporation consolidates these vehicles because it has the power to manage the assets in the vehicles and owns all of the structured notes issued by the vehicles. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation’s maximum exposure to loss from customer vehicles includes the notional amount of the credit or equity derivatives to which the Corporation is a counterparty, net of losses previously recorded, and the Corporation’s investment, if any, in securities issued by the vehicles. It has not been reduced to reflect the benefit of offsetting swaps with the customers or collateral arrangements. </div> <!-- XBRL Pagebreak Begin --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="right" style="margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <font style="font-size: 7pt"> </font> <b> <font style="font-size: 8pt"> </font> </b> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 11pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Other Variable Interest Entities</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> Other consolidated VIEs primarily include investment vehicles, a collective investment fund, leveraged lease trusts and asset acquisition conduits. Other unconsolidated VIEs primarily include investment vehicles and real estate vehicles. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The table below summarizes select information related to other VIEs in which the Corporation held a variable interest at December 31, 2010 and 2009. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div style="font-size: 0pt; margin-left: 0%; width: 100%; align: left; border-bottom: 1pt solid #ce1126"> </div> <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"> <!-- Table Width Row BEGIN --> <tr style="font-size: 1pt" valign="bottom"> <td width="56%"> </td><!-- colindex=01 type=maindata --> <td width="1%"> </td><!-- colindex=02 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=02 type=lead --> <td width="4%" align="right"> </td><!-- colindex=02 type=body --> <td width="1%" align="left"> </td><!-- colindex=02 type=hang1 --> <td width="1%"> </td><!-- colindex=03 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=03 type=lead --> <td width="5%" align="right"> </td><!-- colindex=03 type=body --> <td width="1%" align="left"> </td><!-- colindex=03 type=hang1 --> <td width="1%"> </td><!-- colindex=04 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=04 type=lead --> <td width="2%" align="right"> </td><!-- colindex=04 type=body --> <td width="1%" align="left"> </td><!-- colindex=04 type=hang1 --> <td width="4%"> </td><!-- colindex=05 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=05 type=lead --> <td width="4%" align="right"> </td><!-- colindex=05 type=body --> <td width="1%" align="left"> </td><!-- colindex=05 type=hang1 --> <td width="1%"> </td><!-- colindex=06 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=06 type=lead --> <td width="5%" align="right"> </td><!-- colindex=06 type=body --> <td width="1%" align="left"> </td><!-- colindex=06 type=hang1 --> <td width="1%"> </td><!-- colindex=07 type=gutter --> <td width="1%" align="right"> </td><!-- colindex=07 type=lead --> <td width="3%" align="right"> </td><!-- colindex=07 type=body --> <td width="1%" align="left"> </td><!-- colindex=07 type=hang1 --> </tr> <!-- Table Width Row END --> <!-- TableOutputHead --> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="22" align="center" valign="bottom"> <b>December 31</b> </td> <td>   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td>   </td> <td colspan="10" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> <b>2010</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="10" align="center" valign="bottom" style="border-top: 1px solid #ce1126"> 2009 </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 6pt" valign="bottom" align="center"> <td nowrap="nowrap" align="left" valign="bottom"> <font style="font-size: 7pt">(Dollars in millions) </font> </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Consolidated</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Unconsolidated</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>Total</b> </td> <td style="border-top: 1px solid #ce1126">   </td> <td>   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Consolidated </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Unconsolidated </td> <td style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td colspan="2" nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> Total </td> <td style="border-top: 1px solid #ce1126">   </td> </tr> <!-- TableOutputBody --> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> <b><font style="font-size: 6pt">Maximum loss exposure</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>19,248</b> </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>8,796</b> </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> <b>28,044</b> </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 12,073 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 11,290 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126"> $ </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126"> 23,363 </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Trading account assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,900</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,900</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 269 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 269 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Derivative assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>228</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>228</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,096 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 83 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,179 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> <font style="white-space: nowrap">Available-for-sale</font> debt securities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,832</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>73</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,905</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,822 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,822 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Loans and leases </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,690</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,122</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,812</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 7,820 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,200 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 9,020 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Allowance for loan and lease losses </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(27</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(22</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>(49</b> </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>)</b> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (29 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> (39 </td> <td nowrap="nowrap" align="left" valign="bottom"> ) </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Loans <font style="white-space: nowrap">held-for-sale</font> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>262</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>949</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,211</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 197 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 197 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> All other assets </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>937</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>6,440</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>7,377</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,285 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 8,777 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 10,062 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,594</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,790</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>28,384</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,460 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 10,050 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 22,510 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> On-balance sheet liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" 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="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom">   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Derivative liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>9</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 80 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 80 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Commercial paper and other short-term borrowings </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,115</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,115</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 965 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 965 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> Long-term debt </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>229</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>–</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>229</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" 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="left" 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="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 33 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 18pt"> All other liabilities </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>8,683</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,657</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,340</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 3,123 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,466 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,589 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td nowrap="nowrap" align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 30pt"> <b><font style="font-size: 6pt">Total</font></b> </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>10,027</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>1,666</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>11,693</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 4,121 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 1,546 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 5,667 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> <tr valign="bottom"> <td align="left" valign="bottom"> <div style="text-indent: -6pt; margin-left: 6pt"> Total assets of VIEs </div> </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>19,594</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>13,416</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> <b>$</b> </td> <td nowrap="nowrap" align="right" valign="bottom"> <b>33,010</b> </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 12,460 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 14,819 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> <td>   </td> <td nowrap="nowrap" align="left" valign="bottom"> $ </td> <td nowrap="nowrap" align="right" valign="bottom"> 27,279 </td> <td nowrap="nowrap" align="left" valign="bottom">   </td> </tr> <tr style="font-size: 1pt"> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="right" valign="bottom" style="border-top: 1px solid #ce1126">   </td> <td nowrap="nowrap" align="left" valign="bottom" style="border-top: 1px solid #ce1126">   </td> </tr> </table> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> </div> <div style="margin-top: 6pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Investment Vehicles</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation sponsors, invests in or provides financing to a variety of investment vehicles that hold loans, real estate, debt securities or other financial instruments and are designed to provide the desired investment profile to investors. At December 31, 2010 and 2009, the Corporation’s consolidated investment vehicles had total assets of $5.6 billion and $5.7 billion. The Corporation also held investments in unconsolidated vehicles with total assets of $7.9 billion and $8.8 billion at December 31, 2010 and 2009. The Corporation’s maximum exposure to loss associated with both consolidated and unconsolidated investment vehicles totaled $8.7 billion and $10.7 billion at December 31, 2010 and 2009. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> On January 1, 2010, the Corporation consolidated $2.5 billion of investment vehicles. This amount included a real estate investment fund with assets of $1.5 billion which is designed to provide returns to clients through limited partnership holdings. At that time, the Corporation was the general partner and also had a limited partnership interest in the fund. The Corporation provided support to the fund and therefore considers the fund to be a VIE. In late 2010, the Corporation transferred its general partnership interest to a third party, conveying all ongoing management responsibilities to that third party. As a result, the Corporation deconsolidated the fund because it no longer has a controlling financial interest. The Corporation continues to retain a limited partnership interest, which is included in the table above. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Collective Investment Funds</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation is trustee for certain common and collective investment funds that provide investment opportunities for eligible clients of <i>GWIM</i>. These funds, which had total assets of $21.2 billion at December 31, 2010, hold a variety of cash, debt and equity investments. The Corporation does not have a variable interest in these funds, except as described below. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 2%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In 2010, the governing documents of a stable value collective investment fund with total assets of $8.1 billion at December 31, 2010 were modified to facilitate the planned liquidation of the fund. The modifications resulted in the termination of third-party insurance contracts which were replaced by a guarantee from the Corporation of the net asset value of the fund, which principally holds short-term U.S. Treasury and agency securities. In addition, the Corporation acquired the unilateral ability to replace the fund’s asset manager. As a result of these changes, the Corporation acquired a controlling financial interest in and consolidated the fund. Consolidation did not have a significant impact on the Corporation’s 2010 results of operations. This fund was not previously consolidated because the Corporation did not have the unilateral power to replace the asset manager, nor did it have a variable interest in the fund that was more than insignificant. Liquidation of the fund will be finalized in 2011. </div> <!-- XBRL Pagebreak Begin --> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div style="margin-top: 0pt; font-size: 1pt"> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b> <font style="font-size: 8pt"> </font> </b> <font style="font-size: 7pt"> </font> </div> </div> <!-- END PAGE WIDTH --> <!-- PAGEBREAK --> <div style="margin-left: 0%"> <!-- BEGIN PAGE WIDTH --> <!-- XBRL Pagebreak End --> <div style="margin-top: 0pt; font-size: 1pt">  </div> <div align="left" style="margin-top: 12pt; margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Leveraged Lease Trusts</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation’s net investment in consolidated leveraged lease trusts totaled $5.2 billion and $5.6 billion at December 31, 2010 and 2009. The trusts hold long-lived equipment such as rail cars, power generation and distribution equipment, and commercial aircraft. The Corporation structures the trusts and holds a significant residual interest. The net investment represents the Corporation’s maximum loss exposure to the trusts in the unlikely event that the leveraged lease investments become worthless. Debt issued by the leveraged lease trusts is nonrecourse to the Corporation. The Corporation has no liquidity exposure to these leveraged lease trusts. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Asset Acquisition Conduits</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation currently administers two asset acquisition conduits which acquire assets on behalf of the Corporation or its customers. The Corporation liquidated a third conduit during 2010. Liquidation of the conduit did not impact the Corporation’s consolidated results of operations. </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> These conduits had total assets of $640 million and $2.2 billion at December 31, 2010 and 2009. One of the conduits acquires assets at the request of customers who wish to benefit from the economic returns of the specified assets on a leveraged basis, which consist principally of liquid exchange-traded equity securities. The second conduit holds subordinate AFS debt securities for the Corporation’s benefit. The conduits obtain funding by issuing commercial paper and subordinate certificates to third-party investors. Repayment of the commercial paper and certificates is assured by total return swaps between the Corporation and the conduits. When a conduit acquires assets for the benefit of the Corporation’s customers, the Corporation enters into <font style="white-space: nowrap">back-to-back</font> total return swaps with the conduit and the customer such that the economic returns of the assets are passed through to the customer. The Corporation’s exposure to the counterparty credit risk of its customers is mitigated by the ability to liquidate an asset held in the conduit if the customer defaults on its obligation. The Corporation receives fees for serving as commercial paper placement agent and for providing administrative services to the conduits. At December 31, 2010 and 2009, the Corporation did not hold any commercial paper issued by the asset acquisition conduits other than incidentally and in its role as a commercial paper dealer. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Real Estate Vehicles</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> The Corporation held investments in unconsolidated real estate vehicles of $5.4 billion and $4.8 billion at December 31, 2010 and 2009, which consisted of limited partnership investments in unconsolidated limited partnerships that finance the construction and rehabilitation of affordable rental housing. An unrelated third party is typically the general partner and has control over the significant activities of the partnership. The Corporation earns a return primarily through the receipt of tax credits allocated to the affordable housing projects. The Corporation’s risk of loss is mitigated by policies requiring that the project qualify for the expected tax credits prior to making its investment. The Corporation may from time to time be asked to invest additional amounts to support a troubled project. Such additional investments have not been and are not expected to be significant. </div> <div style="margin-top: 12pt; font-size: 1pt">  </div> <div align="left" style="margin-left: 0%; margin-right: 0%; font-size: 10pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> <b><font style="font-family: Arial, Helvetica">Other Transactions</font></b> </div> <div align="left" style="text-align:justify; margin-left: 0%; margin-right: 0%; text-indent: 0%; font-size: 9pt; font-family: Arial, Helvetica; color: #000000; background: transparent"> In 2010 and prior years, the Corporation transferred pools of securities to certain independent third parties and provided financing for approximately 75 percent of the purchase price under asset-backed financing arrangements. At December 31, 2010 and 2009, the Corporation’s maximum loss exposure under these financing arrangements was $6.5 billion and $6.8 billion, substantially all of which was classified as loans on the Corporation’s Consolidated Balance Sheet. All principal and interest payments have been received when due in accordance with their contractual terms. These arrangements are not included in the table on page 182 because the purchasers are not VIEs. </div> </div>
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11 Subsequent Filings that Reference this Filing

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

 2/20/24  Bank of America Corp./DE          10-K       12/31/23  200:61M
 2/22/23  Bank of America Corp./DE          10-K       12/31/22  200:66M
11/10/22  Bank of America Corp./DE          SC TO-I                7:1.3M Bank of America Corp./DE          Donnelley … Solutions/FA
 2/22/22  Bank of America Corp./DE          10-K       12/31/21  201:72M
 8/02/21  Bank of America Corp./DE          S-3/A                 12:4.2M                                   Donnelley … Solutions/FA
 6/25/21  Bank of America Corp./DE          S-3                   10:2.9M                                   Donnelley … Solutions/FA
 2/24/21  Bank of America Corp./DE          10-K       12/31/20  199:66M
 1/30/12  SEC                               UPLOAD10/03/17    1:45K  Bank of America Corp./DE
12/02/11  SEC                               UPLOAD10/03/17    1:52K  Bank of America Corp./DE
 8/03/11  SEC                               UPLOAD10/03/17    1:69K  Bank of America Corp./DE
 6/06/11  SEC                               UPLOAD10/03/17    1:189K Bank of America Corp./DE
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