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Morgan Stanley – ‘10-Q’ for 3/31/10 – ‘XML.R12’

On:  Friday, 5/7/10, at 4:33pm ET   ·   For:  3/31/10   ·   Accession #:  1193125-10-112958   ·   File #:  1-11758

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

 5/07/10  Morgan Stanley                    10-Q        3/31/10   51:8.5M                                   Donnelley … Solutions/FA

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

Document/Exhibit                   Description                      Pages   Size 

 1: 10-Q        Quarterly Report                                    HTML   1.96M 
 2: EX-10.1     Aircraft Time Sharing Agreement, Dated as of        HTML     46K 
                January 1, 2010                                                  
 3: EX-10.2     Agreement Between Morgan Stanley and James P.       HTML     75K 
                Gorman, Dated August 16, 2005                                    
 4: EX-10.3     Agreement Between Morgan Stanley and Kenneth M.     HTML     67K 
                Deregt, Dated February 14, 2008                                  
 5: EX-10.4     Form of Award Certificate for Discretionary         HTML    109K 
                Retention Awards of Stock Units                                  
 6: EX-10.5     Form of Award Certificate Under the Morgan Stanley  HTML    100K 
                Compensation Incentive Plan                                      
 7: EX-10.6     Form of Award Certificate for Performance Stock     HTML    127K 
                Units                                                            
 8: EX-12       Statement Re: Computation of Ratio of Earnings to   HTML     52K 
                Fixed Charges                                                    
 9: EX-15       Letter of Awareness From Deloitte & Touche LLP,     HTML     25K 
                Dated May 7, 2010                                                
10: EX-31.1     Rule 13A-14(A) Certification of Chief Executive     HTML     23K 
                Officer                                                          
11: EX-31.2     Rule 13A-14(A) Certification of Chief Financial     HTML     23K 
                Officer                                                          
12: EX-32.1     Section 1350 Certification of Chief Executive       HTML     18K 
                Officer                                                          
13: EX-32.2     Section 1350 Certification of Chief Financial       HTML     18K 
                Officer                                                          
40: XML         IDEA XML File -- Definitions and References          XML    127K 
47: XML         IDEA XML File -- Filing Summary                      XML     86K 
44: XML.R1      Document and Entity Information                      XML    118K 
45: XML.R2      Condensed Consolidated Statements of Financial       XML    576K 
                Condition                                                        
27: XML.R3      Condensed Consolidated Statements of Financial       XML    171K 
                Condition (Parenthetical)                                        
32: XML.R4      Condensed Consolidated Statements of Income          XML    439K 
38: XML.R5      Condensed Consolidated Statements of Comprehensive   XML    120K 
                Income                                                           
37: XML.R6      Condensed Consolidated Statements of Comprehensive   XML     64K 
                Income (Parenthetical)                                           
50: XML.R7      Condensed Consolidated Statements of Cash Flows      XML    411K 
23: XML.R8      Condensed Consolidated Statements of Cash Flows      XML     46K 
                (Parenthetical)                                                  
36: XML.R9      Condensed Consolidated Statements of Changes in      XML    658K 
                Total Equity                                                     
22: XML.R10     Basis of Presentation and Summary of Significant     XML     79K 
                Accounting Policies.                                             
21: XML.R11     Morgan Stanley Smith Barney Holdings LLC.            XML     51K 
26: XML.R12     Fair Value Disclosures.                              XML    555K 
42: XML.R13     Securities Available for Sale.                       XML     55K 
28: XML.R14     Collateralized Transactions.                         XML     49K 
29: XML.R15     Variable Interest Entities and Securitization        XML    212K 
                Activities.                                                      
34: XML.R16     Goodwill and Net Intangible Assets.                  XML     74K 
51: XML.R17     Long-Term Borrowings.                                XML     37K 
25: XML.R18     Derivative Instruments and Hedging Activities.       XML    291K 
20: XML.R19     Commitments, Guarantees and Contingencies.           XML    105K 
31: XML.R20     Regulatory Requirements.                             XML     63K 
41: XML.R21     Total Equity.                                        XML     34K 
24: XML.R22     Earnings per Common Share.                           XML     83K 
39: XML.R23     Interest Income and Interest Expense.                XML     52K 
30: XML.R24     Employee Benefit Plans.                              XML     42K 
49: XML.R25     Income Taxes.                                        XML     34K 
43: XML.R26     Segment and Geographic Information.                  XML    156K 
33: XML.R27     Discontinued Operations.                             XML     51K 
35: XML.R28     Subsequent Events.                                   XML     34K 
48: EXCEL       IDEA Workbook of Financial Reports (.xls)            XLS    149K 
14: EX-101.INS  XBRL Instance -- ms-20100331                         XML   1.77M 
16: EX-101.CAL  XBRL Calculations -- ms-20100331_cal                 XML    199K 
17: EX-101.DEF  XBRL Definitions -- ms-20100331_def                  XML    412K 
18: EX-101.LAB  XBRL Labels -- ms-20100331_lab                       XML    464K 
19: EX-101.PRE  XBRL Presentations -- ms-20100331_pre                XML    495K 
15: EX-101.SCH  XBRL Schema -- ms-20100331                           XSD     77K 
46: ZIP         XBRL Zipped Folder -- 0001193125-10-112958-xbrl      Zip    154K

‘XML.R12’   —   Fair Value Disclosures.

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<div> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><b>3. Fair Value Disclosures.</b></font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><b><i>Fair Value Measurements.</i></b></font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">A description of the valuation techniques applied to the Company’s major categories of assets and liabilities measured at fair value on a recurring basis follows.</font></p> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Financial Instruments Owned and Financial Instruments Sold, Not Yet Purchased</i></font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2%"> <font style="FONT-FAMILY: Times New Roman" size="2"><i>U.S. Government and Agency Securities</i></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>U.S. Treasury Securities</u>.    U.S. treasury securities are valued using quoted market prices. Valuation adjustments are not applied. Accordingly, U.S. treasury securities are generally categorized in Level 1 of the fair value hierarchy.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>U.S. Agency Securities</u>.    U.S. agency securities are comprised of two main categories consisting of agency issued debt and mortgage pass-throughs. Non-callable agency issued debt securities are generally valued using quoted market prices. Callable agency issued debt securities are valued by benchmarking model-derived prices to quoted market prices and trade data for identical or comparable securities. Mortgage pass-throughs include mortgage pass-throughs and forward settling mortgage pools. The fair value of mortgage pass-throughs are model driven based on spreads of the comparable To-be-announced (“TBA”) security. Actively traded non-callable agency issued debt securities are categorized in Level 1 of the fair value hierarchy. Callable agency issued debt securities and mortgage pass-throughs are generally categorized in Level 2 of the fair value hierarchy.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2%"> <font style="FONT-FAMILY: Times New Roman" size="2"><i>Other Sovereign Government Obligations</i></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2">Foreign sovereign government obligations are valued using quoted prices in active markets when available. To the extent quoted prices are not available, fair value is determined based on a valuation model that has as inputs interest rate yield curves, cross-currency basis index spreads, and country credit spreads for structures similar to the bond in terms of issuer, maturity and seniority. These bonds are generally categorized in Levels 1 or 2 of the fair value hierarchy.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2%"> <font style="FONT-FAMILY: Times New Roman" size="2"><i>Corporate and Other Debt</i></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>State and Municipal Securities</u>.    The fair value of state and municipal securities is estimated using recently executed transactions, market price quotations and pricing models that factor in, where applicable, interest rates, bond or credit default swap spreads and volatility. These bonds are generally categorized in Level 2 of the fair value hierarchy.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Residential Mortgage-Backed Securities (“RMBS”), Commercial Mortgage-Backed Securities (“CMBS”), and other Asset-Backed Securities (“ABS”)</u>.    RMBS, CMBS and other ABS may be valued based on price or spread data obtained from observed transactions or independent external parties such as vendors or brokers. When position-specific external price data are not observable, the fair value determination may require benchmarking to similar instruments and/or analyzing expected credit losses, default and recovery rates. In evaluating the fair value of each security, the Company considers security collateral-specific attributes including payment priority, credit enhancement levels, type of collateral, delinquency rates and loss severity among other factors. In addition for RMBS borrowers, FICO scores and the level of documentation for the loan are also considered. Market standard models, such as Intex, Trepp or others, may be deployed to model the specific collateral compositions and cash flow structure of each deal. Key inputs to these models are market spreads, forecasted credit losses, default and prepayments rates for each asset category. Valuation levels of RMBS and CMBS indices are also used as an additional data point for benchmarking purposes or to price outright index positions.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 6%"> <font style="FONT-FAMILY: Times New Roman" size="2">Fair value for retained interests in securitized financial assets (in the form of one or more tranches of the securitization) is determined using observable prices or, in cases where observable prices are not available for certain retained interests, the Company estimates fair value based on the present value of expected future cash flows using its best estimates of the key assumptions, including forecasted credit losses, prepayment rates, forward yield curves and discount rates commensurate with the risks involved.</font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 6%"> <font style="FONT-FAMILY: Times New Roman" size="2">RMBS, CMBS and other ABS, including retained interests in these securitized financial assets, are categorized in Level 3 if external prices or spread inputs are unobservable or if the comparability assessment involves significant subjectivity related to property type differences, cash flows, performance and other inputs; otherwise, they are categorized in Level 2 of the fair value hierarchy.</font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Corporate Bonds</u>.    The fair value of corporate bonds is estimated using recently executed transactions, market price quotations (where observable), bond spreads or credit default swap spreads obtained from independent external parties such as vendors and brokers adjusted for any basis difference between cash and derivative instruments. The spread data used are for the same maturity as the bond. If the spread data does not reference the issuer, then data that reference a comparable issuer are used. When observable price quotations are not available, fair value is determined based on cash flow models with yield curves, bond or single name credit default swap spreads and recovery rates as significant inputs. Corporate bonds are generally categorized in Level 2 of the fair value hierarchy; in instances where prices, spreads or any of the other aforementioned key inputs are unobservable, they are categorized in Level 3 of the fair value hierarchy.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Collateralized Debt Obligations (“CDOs”)</u>.    The Company holds cash CDOs that typically reference a tranche of an underlying synthetic portfolio of single name credit default swaps. The collateral is usually ABS or other corporate bonds. Credit correlation, a primary input used to determine the fair value of a cash CDO, is usually unobservable and derived using a benchmarking technique. The other model inputs such as credit spreads, including collateral spreads, and interest rates are typically observable. CDOs are categorized in Level 2 of the fair value hierarchy when the credit correlation input is insignificant. In instances where the credit correlation input is deemed to be significant, these instruments are categorized in Level 3 of the fair value hierarchy.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Corporate Loans and Lending Commitments</u>.    The fair value of corporate loans is estimated using recently executed transactions, market price quotations (where observable), implied yields from comparable debt, and market observable credit default swap spread levels obtained from independent external parties such as vendors and brokers adjusted for any basis difference between cash and derivative instruments, along with proprietary valuation models and default recovery analysis where such transactions and quotations are unobservable. The fair value of contingent corporate lending commitments is estimated by using executed transactions on comparable loans and the anticipated market price based on pricing indications from syndicate banks and customers. The valuation of these commitments also takes into account certain fee income. Corporate loans and lending commitments are generally categorized in Level 2 of the fair value hierarchy; in instances where prices or significant spread inputs are unobservable, they are categorized in Level 3 of the fair value hierarchy.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Mortgage Loans</u>.    Mortgage loans are valued using prices based on transactional data for identical or comparable instruments. Where observable prices are not available, the Company estimates fair value based on benchmarking to prices and rates observed in the primary market for similar loan or borrower types, or based on the present value of expected future cash flows using its best estimates of the key assumptions, including forecasted credit losses, prepayment rates, forward yield curves and discount rates commensurate with the risks involved. Due to the subjectivity involved in comparability assessment related to mortgage loan vintage, geographical concentration, prepayment speed and projected loss assumptions, the majority of loans are classified in Level 3 of the fair value hierarchy.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Auction Rate Securities (“ARS”)</u>.    The Company primarily holds investments in Student Loan Auction Rate Securities (“SLARS”) and Municipal Auction Rate Securities (“MARS”) with interest rates that are reset through periodic auctions. SLARS are ABS backed by pools of student loans. MARS are municipal bonds often wrapped by municipal bond insurance. ARS were historically traded and valued as floating rate notes, priced at par due to the auction mechanism. Beginning in fiscal 2008, uncertainties in the credit markets have resulted in auctions failing for certain types of ARS. Once the auctions failed, ARS could no longer be valued using observations of auction market prices. Accordingly, the fair value of ARS is determined using independent external market data where available and an internally developed methodology to discount for the lack of liquidity and non-performance risk in the current market environment.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 6%"> <font style="FONT-FAMILY: Times New Roman" size="2">Inputs that impact the valuation of SLARS are the underlying collateral types, level of seniority in the capital structure, amount of leverage in each structure, credit rating and liquidity considerations. Inputs that impact the valuation of MARS are independent external market data, the maximum rate, quality of underlying issuers/insurers and evidence of issuer calls. MARS are generally categorized in Level 2 as the valuation technique relies on observable external data. The majority of SLARS are generally categorized in Level 3 of the fair value hierarchy.</font></p> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2%"> <font style="FONT-FAMILY: Times New Roman" size="2"><i>Corporate Equities.</i></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Exchange-Traded Equity Securities</u>.    Exchange-traded equity securities are generally valued based on quoted prices from the exchange. To the extent these securities are actively traded, valuation adjustments are not applied and they are categorized in Level 1 of the fair value hierarchy; otherwise, they are categorized in Level 2.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2%"> <font style="FONT-FAMILY: Times New Roman" size="2"><i>Derivative and Other Contracts.</i></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Listed Derivative Contracts</u>.    Listed derivatives that are actively traded are valued based on quoted prices from the exchange and are categorized in Level 1 of the fair value hierarchy. Listed derivatives that are not actively traded are valued using the same approaches as those applied to OTC derivatives; they are generally categorized in Level 2 of the fair value hierarchy.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>OTC Derivative Contracts</u>.    OTC derivative contracts include forward, swap and option contracts related to interest rates, foreign currencies, credit standing of reference entities, equity prices or commodity prices.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 6%"> <font style="FONT-FAMILY: Times New Roman" size="2">Depending on the product and the terms of the transaction, the fair value of OTC derivative products can be either observed or modeled using a series of techniques, and model inputs from comparable benchmarks, including closed-form analytic formulas, such as the Black-Scholes option-pricing model, and simulation models or a combination thereof. Many pricing models do not entail material subjectivity because the methodologies employed do not necessitate significant judgment, and the pricing inputs are observed from actively quoted markets, as is the case for generic interest rate swaps, certain option contracts and certain credit default swaps. In the case of more established derivative products, the pricing models used by the Company are widely accepted by the financial services industry. A substantial majority of OTC derivative products valued by the Company using pricing models fall into this category and are categorized within Level 2 of the fair value hierarchy.</font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 6%"> <font style="FONT-FAMILY: Times New Roman" size="2">Other derivative products, including complex products that have become illiquid, require more judgment in the implementation of the valuation technique applied due to the complexity of the valuation assumptions and the reduced observability of inputs. This includes derivative interests in certain mortgage-related CDO securities, basket credit default swaps, CDO-squared positions (a CDO-squared is a special purpose vehicle that issues interests, or tranches, that are backed by tranches issued by other CDOs) and certain types of ABS credit default swaps where direct trading activity or quotes are unobservable. These instruments involve significant unobservable inputs and are categorized in Level 3 of the fair value hierarchy.</font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 6%"> <font style="FONT-FAMILY: Times New Roman" size="2">Derivative interests in complex mortgage-related CDOs and ABS credit default swaps, for which observability of external price data is extremely limited, are valued based on an evaluation of the market and model input parameters sourced from similar positions as indicated by primary and secondary market activity. Each position is evaluated independently taking into consideration the underlying collateral performance and pricing, behavior of the tranche under various cumulative loss and prepayment scenarios, deal structures (<i>e.g.</i>, non-amortizing reference obligations, call features) and liquidity. While these factors may be supported by historical and actual external observations, the determination of their value as it relates to specific positions nevertheless requires significant judgment.</font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 6%"> <font style="FONT-FAMILY: Times New Roman" size="2">For basket credit default swaps and CDO-squared positions, the correlation input between reference credits is unobservable for each specific swap and is benchmarked to standardized proxy baskets for which correlation data are available. The other model inputs such as credit spread, interest rates and recovery rates are observable. In instances where the correlation input is deemed to be significant, these instruments are categorized in Level 3 of the fair value hierarchy.</font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 6%"> <font style="FONT-FAMILY: Times New Roman" size="2">The Company trades various derivative structures with commodity underlyings. Depending on the type of structure, the model inputs generally include interest rate yield curves, commodity underlier curves, implied volatility of the underlying commodities and, in some cases, the implied correlation between these inputs. The fair value of these products is estimated using executed trades and broker and consensus data to provide values for the aforementioned inputs. Where these inputs are unobservable, relationships to observable commodities and data points, based on historic and/or implied observations, are employed as a technique to estimate the model input values. Commodity derivatives are generally categorized in Level 2 of the fair value hierarchy; in instances where significant inputs are unobservable, they are categorized in Level 3 of the fair value hierarchy.</font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 6%"> <font style="FONT-FAMILY: Times New Roman" size="2">For further information on derivative instruments and hedging activities, see Note 9.</font></p> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2%"> <font style="FONT-FAMILY: Times New Roman" size="2"><i>Investments.</i></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2">The Company’s investments include direct private equity investments and investments in private equity funds, real estate funds and hedge funds. Initially, the transaction price is generally considered by the Company as the exit price and is the Company’s best estimate of fair value.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 6%"> <font style="FONT-FAMILY: Times New Roman" size="2">After initial recognition, in determining the fair value of internally and externally managed funds, the Company considers the net asset value of the fund provided by the fund manager to be the best estimate of fair value. For direct private equity investments and privately held investments within internally managed funds, fair value after initial recognition is based on an assessment of each underlying investment, considering rounds of financing and third-party transactions, discounted cash flow analyses and market-based information, including comparable company transactions, trading multiples and changes in market outlook, among other factors.</font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 6%"> <font style="FONT-FAMILY: Times New Roman" size="2">Investments in private equity and real estate funds are generally categorized in Level 3 of the fair value hierarchy. Investments in hedge funds that are redeemable at the measurement date or in the near future, are categorized in Level 2 of the fair value hierarchy; otherwise they are categorized in Level 3.</font></p> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2%"> <font style="FONT-FAMILY: Times New Roman" size="2"><i>Physical Commodities.</i></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2">The Company trades various physical commodities, including crude oil and refined products, natural gas, base and precious metals and agricultural products. Fair value for physical commodities is determined using observable inputs, including broker quotations and published indices. Physical commodities are categorized in Level 2 of the fair value hierarchy.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2%"> <font style="FONT-FAMILY: Times New Roman" size="2"><i>Securities Available for Sale.</i></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2">Securities available for sale primarily include U.S. government and agency securities. These securities are valued using quoted prices in active markets and, accordingly, are categorized in Level 1 of the fair value hierarchy (see Note 4).</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2%"> <font style="FONT-FAMILY: Times New Roman" size="2"><i>Commercial Paper and Other Short-term Borrowings/Long-Term Borrowings.</i></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Structured Notes</u>.    The Company issues structured notes that have coupons or repayment terms linked to the performance of debt or equity securities, indices, currencies or commodities. Fair value of structured notes is estimated using valuation models for the derivative and debt portions of the notes. These models incorporate observable inputs referencing identical or comparable securities, including prices that the notes are linked to, interest rate yield curves, option volatility, and currency, commodity or equity rates. Independent, external and traded prices for the notes are also considered. The impact of the Company’s own credit spreads is also included based on the Company’s observed secondary bond market spreads. Most structured notes are categorized in Level 2 of the fair value hierarchy.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2%"> <font style="FONT-FAMILY: Times New Roman" size="2"><i>Deposits.</i></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Time Deposits</u>.    The fair value of certificates of deposit is estimated using third-party quotations. These deposits are generally categorized in Level 2 of the fair value hierarchy.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following fair value hierarchy tables present information about the Company’s assets and liabilities measured at fair value on a recurring basis at March 31, 2010 and December 31, 2009. See Note 1 for a discussion of the Company’s policies regarding this fair value hierarchy.</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><b>Assets and Liabilities Measured at Fair Value on a Recurring Basis at March 31, 2010</b></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">  </p> <table cellspacing="0" cellpadding="0" width="100%" align="center" border="0"> <tr> <td width="50%"></td> <td valign="bottom" width="7%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="7%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="7%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="7%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="7%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Quoted Prices in<br /> Active Markets for<br /> Identical Assets<br /> (Level 1)</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Significant<br /> Observable<br /> Inputs<br /> (Level 2)</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Significant<br /> Unobservable<br /> Inputs<br /> (Level 3)</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Counterparty<br /> and Cash<br /> Collateral<br /> Netting</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Balance at<br /> March 31, 2010</b></font></td> <td valign="bottom"><font size="1"> </font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="center" colspan="18"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(dollars in millions)</b></font></td> <td valign="bottom"><font size="1"> </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Assets</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial instruments owned:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. government and agency securities:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27,276</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27,276</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,105</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30,892</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">41,998</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total U.S. government and agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38,381</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30,892</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">69,274</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other sovereign government obligations</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">25,186</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,075</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">80</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31,341</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate and other debt:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">State and municipal securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,637</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">398</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,035</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Residential mortgage-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,466</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">625</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,091</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial mortgage-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,247</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">779</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,026</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,729</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">149</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,878</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate bonds</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">39,677</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,145</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">40,822</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Collateralized debt obligations</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,081</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,512</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,593</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans and lending commitments</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,267</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13,503</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27,770</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,056</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,921</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,977</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total corporate and other debt</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">70,160</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20,032</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">90,192</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate equities(1)</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">62,328</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,727</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">536</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">67,591</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivatives and other contracts:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,743</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">600,743</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">930</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">603,416</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Credit contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">105,339</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19,815</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">125,154</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange rate contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">49,193</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">453</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">49,648</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,725</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">33,945</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">587</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">37,257</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commodity contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,778</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">65,397</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,729</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">73,904</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">93</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">282</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">375</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Netting(2)</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(9,769</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(752,856</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(9,683</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(69,540</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(841,848</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivatives and other contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,479</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">101,854</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,113</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(69,540</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">47,906</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investments</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">934</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,002</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,546</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9,482</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Physical commodities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,898</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,898</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total financial instruments owned</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">128,308</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">219,608</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42,308</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(69,540</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">320,684</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Securities available for sale</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18,637</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18,637</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Securities received as collateral</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">16,011</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">880</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">16,891</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Intangible assets(3)</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">175</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">175</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td height="8"></td> <td colspan="4" height="8"></td> <td colspan="4" height="8"></td> <td colspan="4" height="8"></td> <td colspan="4" height="8"></td> <td colspan="4" height="8"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Liabilities</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial paper and other short-term borrowings</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,220</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">300</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,520</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Deposits</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,774</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,789</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial instruments sold, not yet purchased:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. government and agency securities:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23,636</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23,637</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,486</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,583</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total U.S. government and agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26,122</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">98</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26,220</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other sovereign government obligations</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20,068</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,686</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">22,754</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate and other debt:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">State and municipal securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial mortgage-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">69</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">69</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">52</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">56</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate bonds</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,972</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">17</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,989</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Unfunded lending commitments</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">343</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">213</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">556</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">652</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">317</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">969</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total corporate and other debt</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9,092</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">551</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9,643</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate equities(1)</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27,717</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,679</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">29,409</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivatives and other contracts:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,689</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">572,678</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">546</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">574,913</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Credit contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">95,200</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,863</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">107,063</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange rate contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">50,399</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">247</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">50,649</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,524</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">40,932</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,288</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">44,744</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commodity contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,636</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">63,918</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,639</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">73,193</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">390</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">861</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,251</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Netting(2)</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(9,769</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(752,856</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(9,683</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(41,728</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(814,036</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivative and other contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,083</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">70,661</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,761</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(41,728</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">37,777</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Physical commodities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">39</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">39</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total financial instruments sold, not yet purchased</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">75,990</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">84,255</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,325</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(41,728</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">125,842</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Obligation to return securities received as collateral</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">16,011</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">880</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">16,891</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other secured financings</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,749</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,811</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9,560</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term borrowings</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31,645</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,728</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38,373</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; WIDTH: 10%; LINE-HEIGHT: 8px; BORDER-BOTTOM: #000000 0.5pt solid">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(1)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">The Company holds or sells short for trading purposes, equity securities issued by entities in diverse industries and of varying size.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(2)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled “Counterparty and Cash Collateral Netting.” For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 9.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(3)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Amount represents mortgage servicing rights (“MSRs”) accounted for at fair value. See Note 6 for further information on MSRs.</font></td> </tr> </table> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><b>Transfers Between Level 1 and Level 2 During the Quarter Ended March 31, 2010.</b></font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Financial instruments owned—Derivative and other contracts and Financial instruments sold, not yet purchased—Derivative and other contracts</i>.    During the quarter ended March 31, 2010, the Company reclassified approximately $1.3 billion of derivative assets and approximately $1.5 billion of derivative liabilities from Level 2 to Level 1 as these listed derivatives became actively traded and were valued based on quoted prices from the exchange.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Financial instruments owned—Corporate equities.</i>    During the quarter ended March 31, 2010, the Company reclassified approximately $1.0 billion of certain Corporate equities from Level 2 to Level 1 as transactions in these securities occurred with sufficient frequency and volume to constitute an active market.</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><b>Assets and Liabilities Measured at Fair Value on a Recurring Basis at December 31, 2009</b></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">  </p> <table cellspacing="0" cellpadding="0" width="100%" align="center" border="0"> <tr> <td width="49%"></td> <td valign="bottom" width="7%"></td> <td></td> <td></td> <td valign="bottom" width="7%"></td> <td></td> <td></td> <td valign="bottom" width="7%"></td> <td></td> <td></td> <td valign="bottom" width="7%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="7%"></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Quoted Prices in<br /> Active Markets for<br /> Identical Assets<br /> (Level 1)</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Significant<br /> Observable<br /> Inputs<br /> (Level 2)</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Significant<br /> Unobservable<br /> Inputs<br /> (Level 3)</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Counterparty<br /> and Cash<br /> Collateral<br /> Netting</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Balance at<br /> December 31,<br /> 2009</b></font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="center" colspan="15"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(dollars in millions)</b></font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Assets</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial instruments owned:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. government and agency securities:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15,394</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15,394</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19,670</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27,115</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">36</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">46,821</font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total U.S. government and agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">35,064</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27,115</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">36</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">62,215</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other sovereign government obligations</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">21,080</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,362</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">25,445</font></td> </tr> <tr> <td height="8"></td> <td colspan="3" height="8"></td> <td colspan="3" height="8"></td> <td colspan="3" height="8"></td> <td colspan="4" height="8"></td> <td colspan="3" height="8"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate and other debt:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">State and municipal securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,234</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">713</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,947</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Residential mortgage-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,285</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">818</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,103</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial mortgage-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,930</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,573</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,503</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,797</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">591</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,388</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate bonds</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">37,363</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,038</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38,401</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Collateralized debt obligations</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,539</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,553</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,092</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans and lending commitments</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13,759</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12,506</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26,265</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,093</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,662</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,755</font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total corporate and other debt</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">70,000</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20,454</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">90,454</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate equities(1)</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">49,732</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,700</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">536</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">57,968</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivatives and other contracts(2)</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,310</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">102,466</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,549</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(70,244</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">49,081</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investments</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">743</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">930</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,613</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9,286</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Physical commodities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,329</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,329</font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total financial instruments owned</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">108,929</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">217,902</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">43,191</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(70,244</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">299,778</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Securities received as collateral</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12,778</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">855</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13,656</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Intangible assets(3)</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">137</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">137</font></td> </tr> <tr> <td height="8"></td> <td colspan="3" height="8"></td> <td colspan="3" height="8"></td> <td colspan="3" height="8"></td> <td colspan="4" height="8"></td> <td colspan="3" height="8"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Liabilities</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial paper and other short-term borrowings</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">791</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">791</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Deposits</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,943</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">24</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,967</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial instruments sold, not yet purchased:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. government and agency securities:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">17,907</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">17,908</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,573</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">22</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,595</font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total U.S. government and agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20,480</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20,503</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other sovereign government obligations</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">16,747</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,497</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18,244</font></td> </tr> <tr> <td height="8"></td> <td colspan="3" height="8"></td> <td colspan="3" height="8"></td> <td colspan="3" height="8"></td> <td colspan="4" height="8"></td> <td colspan="3" height="8"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate and other debt:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">State and municipal securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial mortgage-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">63</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">67</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate bonds</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,812</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">29</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,841</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Collateralized debt obligations</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Unfunded lending commitments</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">732</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">252</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">984</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">483</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">431</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">914</font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total corporate and other debt</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,107</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">719</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,826</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate equities(1)</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18,125</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,472</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">22,601</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative and other contracts(2)</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,383</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">67,847</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,203</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(39,224</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38,209</font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total financial instruments sold, not yet purchased</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">58,735</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">80,946</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,926</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(39,224</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">107,383</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Obligation to return securities received as collateral</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12,778</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">855</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13,656</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other secured financings</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,570</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,532</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,102</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term borrowings</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30,745</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,865</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">37,610</font></td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; WIDTH: 10%; LINE-HEIGHT: 8px; BORDER-BOTTOM: #000000 0.5pt solid">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(1)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">The Company holds or sells short for trading purposes, equity securities issued by entities in diverse industries and of varying size.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(2)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled “Counterparty and Cash Collateral Netting.” For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 9.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(3)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Amount represents mortgage servicing rights (“MSRs”) accounted for at fair value. See Note 6 for further information on MSRs.</font></td> </tr> </table> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables present additional information about Level 3 assets and liabilities measured at fair value on a recurring basis for the quarter ended March 31, 2010 and 2009, respectively. Level 3 instruments may be hedged with instruments classified in Level 1 and Level 2. As a result, the realized and unrealized gains (losses) for assets and liabilities within the Level 3 category presented in the tables below do not reflect the related realized and unrealized gains (losses) on hedging instruments that have been classified by the Company within the Level 1 and/or Level 2 categories. Additionally, both observable and unobservable inputs may be used to determine the fair value of positions that the Company has classified within the Level 3 category. As a result, the unrealized gains (losses) during the period for assets and liabilities within the Level 3 category presented in the tables below may include changes in fair value during the period that were attributable to both observable (<i>e.g.</i>, changes in market interest rates) and unobservable (<i>e.g.</i>, changes in unobservable long-dated volatilities) inputs.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For assets and liabilities that were transferred into Level 3 during the period, gains (losses) are presented as if the assets or liabilities had been transferred into Level 3 at the beginning of the period; similarly, for assets and liabilities that were transferred out of Level 3 during the period, gains (losses) are presented as if the assets or liabilities had been transferred out at the beginning of the period.</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><b>Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Three Months Ended March 31, 2010</b></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">  </p> <table cellspacing="0" cellpadding="0" width="100%" align="center" border="0"> <tr> <td width="46%"></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Beginning<br /> Balance at<br /> December 31,<br /> 2009</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total<br /> Realized<br /> and<br /> Unrealized<br /> Gains<br /> (Losses)(1)</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Purchases,<br /> Sales, Other<br /> Settlements<br /> and Issuances,<br /> net</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Net<br /> Transfers<br /> In and/or<br /> (Out) of<br /> Level 3</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Ending<br /> Balance at<br /> March 31,<br /> 2010</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unrealized<br /> Gains<br /> (Losses) for<br /> Level 3 Assets/<br /> Liabilities<br /> Outstanding at<br /> March 31,<br /> 2010(2)</b></font></td> <td valign="bottom"><font size="1"> </font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="center" colspan="22"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(dollars in millions)</b></font></td> <td valign="bottom"><font size="1"> </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Assets</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial instruments owned:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">36</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(35</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other sovereign government obligations</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">76</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">80</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate and other debt:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">State and municipal securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">713</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(18</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(297</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">398</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Residential mortgage-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">818</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">24</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(220</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">625</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial mortgage-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,573</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">109</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(860</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(43</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">779</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">591</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(440</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(3</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">149</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate bonds</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,038</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(55</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">128</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">34</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,145</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(48</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Collateralized debt obligations</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,553</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">133</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(171</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(3</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,512</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">121</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans and lending commitments</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12,506</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">155</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">572</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">270</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13,503</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">143</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,662</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">252</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,921</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">244</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total corporate and other debt</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20,454</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">601</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1,280</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">257</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20,032</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">532</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate equities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">536</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">70</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(7</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(63</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">536</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">56</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Net derivatives and other contracts:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">387</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(19</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">384</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Credit contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,824</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(434</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">96</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(534</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,952</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(352</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange rate contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">254</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(285</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">201</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">36</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">206</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(308</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(689</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(96</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">58</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(701</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(88</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commodity contracts</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(25</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">108</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">90</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">83</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(437</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(147</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(579</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(113</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total net derivative and other contracts(3)</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,346</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(978</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">474</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(490</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,352</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(777</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investments</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,613</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">56</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(142</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,546</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">50</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Securities received as collateral</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(23</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Intangible assets</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">137</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">175</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td height="8"></td> <td colspan="4" height="8"></td> <td colspan="4" height="8"></td> <td colspan="4" height="8"></td> <td colspan="4" height="8"></td> <td colspan="4" height="8"></td> <td colspan="4" height="8"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Liabilities</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial paper and other short-term borrowings</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">300</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">300</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Deposits</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">24</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(8</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial instruments sold, not yet purchased:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate and other debt:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate bonds</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">29</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(42</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(79</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">25</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">17</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(36</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Collateralized debt obligations</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(3</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Unfunded lending commitments</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">252</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(32</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(71</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">213</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(29</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">431</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">25</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(76</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(13</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">317</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">24</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> <td valign="bottom"> </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total corporate and other debt</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">719</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(49</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(229</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">551</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(41</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate equities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Obligation to return securities received as collateral</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(23</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other secured financings</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,532</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(104</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">175</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,811</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(104</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term borrowings</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,865</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">45</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(177</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,728</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; WIDTH: 10%; LINE-HEIGHT: 8px; BORDER-BOTTOM: #000000 0.5pt solid">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(1)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Total realized and unrealized gains (losses) are primarily included in Principal transactions—Trading in the condensed consolidated statements of income except for $56 million related to Financial instruments owned—Investments, which is included in Principal transactions—Investments.</font></td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(2)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Amounts represent unrealized gains (losses) for the quarter ended March 31, 2010 related to assets and liabilities still outstanding at March 31, 2010.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(3)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Net derivative and other contracts represent Financial instruments owned—Derivative and other contracts net of Financial instruments sold, not yet purchased—Derivative and other contracts. For further information on Derivative instruments and hedging activities, see Note 9.</font></td> </tr> </table> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Financial instruments owned—Corporate and other debt</i>.    During the quarter ended March 31, 2010, the Company reclassified approximately $0.6 billion of certain Corporate and other debt, primarily corporate loans, from Level 3 to Level 2. The Company reclassified the corporate loans as external prices and/or spread inputs for these instruments became observable.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The Company also reclassified approximately $0.9 billion of certain Corporate and other debt from Level 2 to Level 3. The reclassifications were primarily related to corporate loans and were generally due to a reduction in market price quotations for these or comparable instruments, or a lack of available broker quotes, such that unobservable inputs had to be utilized for the fair value measurement of these instruments. The Company reclassified the corporate loans as external prices and/or spread inputs became unobservable.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Financial instruments owned—Net derivative and other contracts</i>.    The net losses in Net derivative and other contracts were primarily driven by tightening of credit spreads on underlying reference entities of bespoke basket credit default swaps.</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><b>Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Three Months Ended March 31, 2009</b></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">  </p> <table cellspacing="0" cellpadding="0" width="100%" align="center" border="0"> <tr> <td width="39%"></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Beginning<br /> Balance at<br /> December 31,<br /> 2008</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total<br /> Realized<br /> and<br /> Unrealized<br /> Gains or<br /> (Losses)(1)</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Purchases,<br /> Sales, Other<br /> Settlements<br /> and Issuances,<br /> net</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Net<br /> Transfers<br /> In and/or<br /> (Out) of<br /> Level 3</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Ending<br /> Balance at<br /> March 31,<br /> 2009</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unrealized<br /> Gains</b></font><br /> <font style="FONT-FAMILY: Times New Roman" size="1"><b>(Losses) for<br /> Level 3 Assets/<br /> Liabilities<br /> Outstanding at<br /> March 31,<br /> 2009(2)</b></font></td> <td valign="bottom"><font size="1"> </font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="center" colspan="20"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(dollars in millions)</b></font></td> <td valign="bottom"><font size="1"> </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2"><b>Assets</b></font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Financial instruments owned:</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">U.S. government and agency securities</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">127</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(86</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(23</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">17</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Other sovereign government obligations</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(1</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">3</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">2</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(2</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Corporate and other debt</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">34,918</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(3,314</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">226</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(342</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">31,488</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(3,501</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Corporate equities</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">976</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(95</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(231</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">296</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">946</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(95</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Net derivative and other contracts(3)</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">23,382</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">2,363</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">250</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(9,474</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">16,521</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">3,132</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Investments</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">9,698</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(1,319</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">510</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(55</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">8,834</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(1,269</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Securities received as collateral</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">30</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(27</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">3</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Intangible assets</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">184</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(25</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">159</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(25</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr> <td height="8"></td> <td colspan="3" height="8"></td> <td colspan="4" height="8"></td> <td colspan="4" height="8"></td> <td colspan="4" height="8"></td> <td colspan="3" height="8"></td> <td colspan="4" height="8"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2"><b>Liabilities</b></font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Financial instruments sold, not yet purchased:</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Corporate and other debt</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">3,808</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(20</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">647</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(2,525</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1,950</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(47</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Corporate equities</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">27</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">20</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">44</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">23</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">74</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">4</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Obligation to return securities received as collateral</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">30</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(27</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">3</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Other secured financings</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">6,148</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1,053</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(542</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(289</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">4,264</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1,053</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Long-term borrowings</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">5,473</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(129</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">83</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(14</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">5,671</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(129</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; WIDTH: 10%; LINE-HEIGHT: 8px; BORDER-BOTTOM: #000000 0.5pt solid">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(1)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Total realized and unrealized gains (losses) are primarily included in Principal transactions—Trading in the condensed consolidated statements of income except for $(1,319) million related to Financial instruments owned—Investments, which is included in Principal transactions—Investments.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(2)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Amounts represent unrealized gains (losses) for the quarter ended March 31, 2009 related to assets and liabilities still outstanding at March 31, 2009.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(3)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Net derivative and other contracts represent Financial instruments owned—Derivative and other contracts net of Financial instruments sold, not yet purchased—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 9.</font></td> </tr> </table> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Financial instruments owned—Corporate and other debt</i>.    The net losses in Corporate and other debt were primarily driven by certain corporate loans and lending commitments, certain asset-backed securities, including residential and commercial mortgage loans, and certain commercial whole loans.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">During the quarter ended March 31, 2009, the Company reclassified approximately $2.3 billion of certain Corporate and other debt from Level 2 to Level 3. The reclassifications were primarily related to asset-backed securities and certain corporate loans. The reclassifications were due to a reduction in market price quotations for these or comparable instruments, or a lack of available broker quotes, such that unobservable inputs had to be utilized for the fair value measurement of these instruments. These unobservable inputs include, depending upon the position, assumptions to establish comparability to bonds, loans or swaps with observable price/spread levels, default recovery rates, forecasted credit losses and prepayment rates.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">During the quarter ended March 31, 2009, the Company reclassified approximately $2.7 billion of certain Corporate and other debt from Level 3 to Level 2. These reclassifications primarily related to commercial mortgage-backed securities, subprime CDO and other subprime ABS securities. Their fair value was highly correlated with similar instruments in an observable market and, due to market deterioration, unobservable inputs were no longer deemed significant. In addition, certain corporate loans were reclassified as more liquidity re-entered the market and external prices and spread inputs for these instruments became observable.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Financial instruments owned—Net derivative and other contracts</i>.    The net gains in Net derivative and other contracts were primarily driven by widening of credit spreads on underlying reference entities of single name credit default swaps.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">During the quarter ended March 31, 2009, the Company reclassified approximately $9.6 billion of certain Derivatives and other contracts from Level 3 to Level 2. These reclassifications of certain Derivatives and other contracts were related to single name mortgage-related credit default swaps and credit default swaps on certain classes of CDOs. The primary reason for the reclassifications is that, due to market deterioration, unobservable inputs, such as correlation, for these derivative contracts were no longer deemed significant to the fair value measurement. In addition, certain corporate tranche-indexed credit default swaps were reclassified due to increased availability of transaction data, broker quotes and/or consensus pricing.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Financial instruments owned—Investments</i>.    The net losses from investments were primarily related to investments associated with the Company’s real estate products and private equity portfolio.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Financial instruments sold, not yet purchased—Corporate and other debt.</i>    During the quarter, the Company reclassified approximately $2.5 billion of certain Corporate and other debt from Level 3 to Level 2. These reclassifications primarily related to contracts referencing commercial mortgage-backed securities, subprime CDO and other subprime ABS securities. Their fair value was highly correlated with similar instruments in an observable market and, due to market deterioration, unobservable inputs were no longer deemed significant to the fair value measurement.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Other secured financings.</i>    The net gains in Other secured financings were primarily due to net gains on liabilities resulting from securitizations recognized on balance sheet. These net gains are offset by net losses in Financial instruments owned—Corporate and other debt.</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><b><i>Fair Value of Investments that Calculate Net Asset Value.</i></b></font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table presents information about the Company’s investments in private equity funds, real estate funds and hedge funds measured at fair value based on net asset value at March 31, 2010 and December 31, 2009, respectively.</font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">  </p> <table cellspacing="0" cellpadding="0" width="100%" align="center" border="0"> <tr> <td width="60%"></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="5"><font style="FONT-FAMILY: Times New Roman" size="1"><b>At March 31, 2010</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="5"><font style="FONT-FAMILY: Times New Roman" size="1"><b>At December 31, 2009</b></font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair Value</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unfunded<br /> Commitment</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair Value</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unfunded<br /> Commitment</b></font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="center" colspan="11"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(dollars in millions)</b></font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Private equity funds</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1,814</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1,171</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1,728</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1,251</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Real estate funds</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">930</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">547</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">823</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">674</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Hedge funds(1):</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Long-short equity hedge funds</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1,137</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1,597</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Fixed income/credit-related hedge funds</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">403</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">407</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Event-driven hedge funds</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">149</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">146</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Multi-strategy hedge funds</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">188</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">235</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Total</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">4,621</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1,718</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">4,936</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1,925</font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; WIDTH: 10%; LINE-HEIGHT: 8px; BORDER-BOTTOM: #000000 0.5pt solid">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(1)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Fixed income/credit-related hedge funds, event-driven hedge funds, and multi-strategy hedge funds are redeemable at least on a quarterly basis with a notice period of ninety days or less. At March 31, 2010, approximately 48% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 19% is redeemable every six months and 33% of these funds have a redemption frequency of greater than six months. At December 31, 2009, approximately 36% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 15% is redeemable every six months and 49% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds is primarily ninety days or less.</font></td> </tr> </table> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Private Equity Funds.    </i>Amount includes several private equity funds that pursue multiple strategies including leveraged buyouts, venture capital, infrastructure growth capital, distressed investments, and mezzanine capital. In addition, the funds may be structured with a focus on specific domestic or foreign geographic regions. These investments are generally not redeemable with the funds. Instead, the nature of the investments in this category is that distributions are received through the liquidation of the underlying assets of the fund. At March 31, 2010, it is estimated that 30% of the fair value of the funds will be liquidated in the next five years, another 30% of the fair value of the funds will be liquidated between five to ten years and the remaining 40% of the fair value of the funds have a remaining life of greater than ten years.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Real Estate Funds.    </i>Amount includes several real estate funds that invest in real estate assets such as commercial office buildings, retail properties, multi-family residential properties, developments, or hotels. In addition, the funds may be structured with a focus on specific geographic domestic or foreign regions. These investments are generally not redeemable with the funds. Distributions from each fund will be received as the underlying investments of the funds are liquidated. At March 31, 2010, it is estimated that 21% of fair value of the funds will be liquidated within the next five years, another 29% of the fair value of the funds will be liquidated between five to ten years and the remaining 50% of the fair value of the funds have a remaining life of greater than ten years.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Hedge Funds</i>.    Investments in hedge funds may be subject to initial period lock-up restrictions or gates. A hedge fund lock-up provision is a provision which provides that, during a certain initial period, an investor may not make a withdrawal from the fund. The purpose of a gate is to restrict the level of redemptions that an investor in a particular hedge fund can demand on any redemption date.</font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Long-short Equity Hedge Funds.    </i>Amount includes investments in hedge funds that invest, long or short, in equities. Equity value and growth hedge funds purchase stocks perceived to be undervalued and sell stocks perceived to be overvalued. Investments representing approximately 38% of the fair value of the investments in this category cannot be redeemed currently because the investments include certain initial period lock-up restrictions. The remaining restriction period for 41% of investments subject to lock-up restrictions ranged from one to three years at March 31, 2010. The remaining restriction period for the other 59% of investments subject to lock-up restrictions was estimated to be greater than three years at March 31, 2010. Investments representing approximately 33% of the fair value of the investments in long-short equity hedge funds cannot be redeemed currently because an exit restriction has been imposed by the hedge fund manager. The restriction period for 86% of investments subject to an exit restriction is expected to be less than a year at March 31, 2010.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Fixed Income/Credit-Related Hedge Funds.    </i>Amount includes investments in hedge funds that employ long-short, distressed or relative value strategies in order to benefit from investments in undervalued or over-valued securities that are primarily debt or credit related. At March 31, 2010, investments representing approximately 85% of the fair value of the investments in fixed income/credit-related hedge funds cannot be redeemed currently because the investments include certain initial period lock-up restrictions. The remaining restriction period for these investments was two years or less at March 31, 2010.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Event-Driven Hedge Funds.    </i>Amount includes investments in hedge funds that invest in event-driven situations such as mergers, hostile takeovers, reorganizations, or leveraged buyouts. This may involve the simultaneous purchase of stock in companies being acquired, and the sale of stock in its acquirer, hoping to profit from the spread between the current market price and the ultimate purchase price of the target company. At March 31, 2010, investments representing approximately 98% of the value of the investments in this category cannot be redeemed currently because the investments include certain initial period lock-up restrictions. The remaining restriction period for these investments was two years or less at March 31, 2010.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td width="4%"><font size="1"> </font></td> <td valign="top" align="left" width="1%"><font style="FONT-FAMILY: Times New Roman" size="2">•</font></td> <td valign="top" width="1%"><font size="1"> </font></td> <td valign="top" align="left"> <p align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Multi-strategy Hedge Funds.    </i>Amount includes investments in hedge funds that pursue multiple strategies to realize short and long-term gains. Management of the hedge funds has the ability to overweight or underweight different strategies to best capitalize on current investment opportunities. At March 31, 2010, investments representing approximately 61% of the fair value of the investments in this category cannot be redeemed currently because the investments include certain initial period lock-up restrictions. The remaining restriction period for 58% of investments subject to lock-ups was two years or less at March 31, 2010. The remaining restriction period for the other 42% of investments subject to lock-up restrictions was estimated to be greater than three years at March 31, 2010.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><b><i>Fair Value Option.</i></b></font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The Company elected the fair value option for certain eligible instruments that are risk managed on a fair value basis. The following tables present net gains (losses) due to changes in fair value for items measured at fair value pursuant to the fair value option election for the quarter ended March 31, 2010 and 2009.</font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">  </p> <table cellspacing="0" cellpadding="0" width="100%" align="center" border="0"> <tr> <td width="70%"></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Principal<br /> Transactions-<br /> Trading</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Interest<br /> Expense</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(Losses) Gains<br /> Included in<br /> Net Revenues</b></font></td> <td valign="bottom"><font size="1"> </font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="center" colspan="10"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(dollars in millions)</b></font></td> <td valign="bottom"><font size="1"> </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Three months ended March 31, 2010</i></font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Commercial paper and other short-term borrowings</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">13</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">13</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Deposits</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(25</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(47</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(72</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Long-term borrowings</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(366</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(202</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(568</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr> <td height="8"></td> <td colspan="4" height="8"></td> <td colspan="4" height="8"></td> <td colspan="4" height="8"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Three months ended March 31, 2009</i></font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Commercial paper and other short-term borrowings</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">84</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">84</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Deposits</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(87</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(92</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(179</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Long-term borrowings</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(1,405</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(224</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(1,629</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> </table> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In addition to the amounts in the above table, as discussed in Note 1, all of the instruments within Financial instruments owned or Financial instruments sold, not yet purchased are measured at fair value, either through the election of the fair value option, or as required by other accounting guidance.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables present information on the Company’s short-term and long-term borrowings (including structured notes and junior subordinated debentures), loans and unfunded lending commitments for which the fair value option was elected:</font></p> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><b>Gains (Losses) Due to Changes in Instrument Specific Credit Spreads</b></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">  </p> <table cellspacing="0" cellpadding="0" width="100%" align="center" border="0"> <tr> <td width="85%"></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="6"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Three Months Ended<br /> March 31,</b></font></td> <td valign="bottom"><font size="1"> </font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  2010  </b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  2009  </b></font></td> <td valign="bottom"><font size="1"> </font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="center" colspan="6"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(dollars in millions)</b></font></td> <td valign="bottom"><font size="1"> </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Short-term and long-term borrowings(1)</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">53</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(1,636</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Loans(2)</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">316</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(349</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Unfunded lending commitments(3)</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(21</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">2</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">  </font></td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; WIDTH: 10%; LINE-HEIGHT: 8px; BORDER-BOTTOM: #000000 0.5pt solid">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(1)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Gains (losses) were attributable to widening or (tightening), respectively, of the Company’s credit spreads and were determined based upon observations of the Company’s secondary bond market spreads. The remainder of changes in overall fair value of the short-term and long-term borrowings is attributable to changes in foreign currency exchange rates and interest rates and movements in the reference price or index for structured notes.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(2)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Instrument-specific credit gains or (losses) were determined by excluding the non-credit components of gains and losses, such as those due to changes in interest rates.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(3)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Gains (losses) were generally determined based on the differential between estimated expected client and contractual yields at each respective period end.</font></td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><b>Amount by Which Contractual Principal Amount Exceeds Fair Value</b></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">  </p> <table cellspacing="0" cellpadding="0" width="100%" align="center" border="0"> <tr> <td width="80%"></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>At<br /> March 31,<br /> 2010</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>At<br /> December 31,<br /> 2009</b></font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="center" colspan="5"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(dollars in billions)</b></font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Short-term and long-term debt borrowings(1)</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1.0</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">1.9</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Loans(2)</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">23.6</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">24.4</font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Loans 90 or more days past due in non-accrual status or both(2)(3)</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">20.8</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">21.0</font></td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; WIDTH: 10%; LINE-HEIGHT: 8px; BORDER-BOTTOM: #000000 0.5pt solid">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(1)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">These amounts do not include structured notes where the repayment of the initial principal amount fluctuates based on changes in the reference price or index.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(2)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">The majority of this difference between principal and fair value amounts emanates from the Company’s distressed debt trading business, which purchases distressed debt at amounts well below par.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(3)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">The aggregate fair value of loans that were in non-accrual status, which includes all loans 90 or more days past due, was $3.8 billion and $3.9 billion at March 31, 2010 and December 31, 2009, respectively. The aggregate fair value of loans that were 90 or more days past due was $0.8 billion and $0.7 billion at March 31, 2010 and December 31, 2009, respectively.</font></td> </tr> </table> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><b>Assets and Liabilities Measured at Fair Value on a Non-Recurring Basis.</b></font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Certain assets were measured at fair value on a non-recurring basis and are not included in the tables above. These assets may include loans, equity method investments, premises and equipment, intangible assets and real estate investments.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables present, by caption on the condensed consolidated statement of financial condition, the fair value hierarchy for those assets measured at fair value on a non-recurring basis for which the Company recognized a non-recurring fair value adjustment for the quarter ended March 31, 2010 and 2009, respectively.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Three Months Ended March 31, 2010.</i></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">  </p> <table cellspacing="0" cellpadding="0" width="100%" align="center" border="0"> <tr> <td width="46%"></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2" rowspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Carrying<br /> Value at<br /> March 31, 2010</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="8"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair Value Measurements Using:</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2" rowspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total<br /> Losses for<br /> the Three<br /> Months<br /> Ended<br /> March 31,<br /> 2010(1)</b></font></td> <td valign="bottom" rowspan="2"><font size="1"> </font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Quoted Prices<br /> in Active<br /> Markets for<br /> Identical<br /> Assets<br /> (Level  1)</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Significant<br /> Observable<br /> Inputs<br /> (Level 2)</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Significant<br /> Unobservable<br /> Inputs<br /> (Level 3)</b></font></td> <td valign="bottom"><font size="1">  </font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="center" colspan="14"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(dollars in millions)</b></font></td> <td valign="bottom"><font size="1"> </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top" nowrap="nowrap"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Loans(2)</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">634</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">634</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(3</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr> <td valign="top" nowrap="nowrap"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Other investments(3)</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">17</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">17</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(5</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top" nowrap="nowrap"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Intangible assets(4)</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">5</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">5</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(10</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> </tr> <tr> <td valign="top" nowrap="nowrap"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Total</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">656</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">656</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(18</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td> </td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; WIDTH: 10%; LINE-HEIGHT: 8px; BORDER-BOTTOM: #000000 0.5pt solid">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(1)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Losses are recorded within Other expenses in the condensed consolidated statement of income except for fair value adjustments related to Loans and losses related to Other investments, which are included in Other revenues.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(2)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Non-recurring change in fair value for loans held for investment were calculated based upon the fair value of the underlying collateral. The fair value of the collateral was determined using internal expected recovery models.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(3)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Losses recorded were determined primarily using discounted cash flow models.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(4)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Losses related to management contracts and were determined using discounted cash flow models.</font></td> </tr> </table> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In addition to the losses included in the table above, the Company incurred a loss of approximately $932 million in connection with the planned disposition of Revel (see Note 1). The loss related to Premises, equipment and software costs and was included in discontinued operations (see Note 18). The fair value of Revel, net of estimated costs to sell, included in Premises, equipment and software costs was approximately $240 million at March 31, 2010 and was classified in Level 3. Fair value was determined using discounted cash flow models.</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">There were no liabilities measured at fair value on a non-recurring basis during the quarter ended March 31, 2010.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Three Months Ended March 31, 2009.</i></font></p> <p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">  </p> <table cellspacing="0" cellpadding="0" width="100%" align="center" border="0"> <tr> <td width="40%"></td> <td valign="bottom" width="9%"></td> <td></td> <td></td> <td valign="bottom" width="9%"></td> <td></td> <td></td> <td valign="bottom" width="9%"></td> <td></td> <td></td> <td valign="bottom" width="9%"></td> <td></td> <td></td> <td valign="bottom" width="9%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2" rowspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Carrying<br /> Value at<br /> March 31, 2009</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="8"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair Value Measurements Using:</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2" rowspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total Losses for<br /> the Three Months<br /> Ended<br /> March 31,  2009(1)</b></font></td> <td valign="bottom" rowspan="2"><font size="1"> </font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Quoted Prices<br /> in Active<br /> Markets for<br /> Identical<br /> Assets<br /> (Level 1)</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Significant<br /> Observable<br /> Inputs<br /> (Level 2)</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center" colspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Significant<br /> Unobservable<br /> Inputs<br /> (Level 3)</b></font></td> <td valign="bottom"><font size="1">  </font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="center" colspan="14"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(dollars in millions)</b></font></td> <td valign="bottom"><font size="1"> </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Loans(2)</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">386</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">386</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(98</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Other investments(3)</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">145</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">145</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(4</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Premises, equipment and software costs(3)</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">8</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">8</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(5</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-TOP: #000000 1px solid" valign="bottom">  </td> <td> </td> </tr> <tr> <td valign="top"> <p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font style="FONT-FAMILY: Times New Roman" size="2">Total</font></p> </td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">539</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">—  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">539</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="2">(107</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2">) </font></td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td style="BORDER-TOP: #000000 3px double" valign="bottom">  </td> <td> </td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; WIDTH: 10%; LINE-HEIGHT: 8px; BORDER-BOTTOM: #000000 0.5pt solid">  </p> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(1)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Losses are recorded within Other expenses in the condensed consolidated statement of income except for losses related to Loans and Other investments, which are included in Other revenues.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(2)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Losses for loans held for investment were calculated based upon the fair value of the underlying collateral. The fair value of the collateral was determined using internal expected recovery models.</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0" width="100%" border="0"> <tr> <td valign="top" align="left" width="3%"><font style="FONT-FAMILY: Times New Roman" size="1">(3)</font></td> <td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1">Losses recorded were determined primarily using discounted cash flow models.</font></td> </tr> </table> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In addition to the impairment losses mentioned in the table above, impairment losses of approximately $171 million (of which $40 million related to Other investments, $6 million related to Intangible assets, and $125 million related to Other assets) were included in discontinued operations related to Crescent (see Note 18). The carrying value of Crescent assets subject to impairment at March 31, 2009 was $265 million (of which $18 million related to Other investments, $21 million related to Intangible assets and $226 million related to Other assets) all of which were classified in Level 3. Fair values were generally determined using discounted cash flow models or third-party appraisals and valuations.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">There were no liabilities measured at fair value on a non-recurring basis during the quarter ended March 31, 2009.</font></p> <p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><b><i>Financial Instruments Not Measured at Fair Value.</i></b></font></p> <p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Some of the Company’s financial instruments are not measured at fair value on a recurring basis but nevertheless are recorded at amounts that approximate fair value due to their liquid or short-term nature. Such financial assets and financial liabilities include: Cash and due from banks, Interest bearing deposits with banks, Cash deposited with clearing organizations or segregated under federal and other regulations or requirements, Federal funds sold and Securities purchased under agreements to resell, Securities borrowed, Securities sold under agreements to repurchase, Securities loaned, Receivables—Customers, Receivables—Brokers, dealers and clearing organizations, Payables—Customers, Payables—Brokers, dealers and clearing organizations, certain Commercial paper and other short-term borrowings, and certain Deposits.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The Company’s long-term borrowings are recorded at amortized amounts unless elected under the fair value option or designated as a hedged item in a fair value hedge. For long-term borrowings not measured at fair value, the fair value of the Company’s long-term borrowings was estimated using either quoted market prices or discounted cash flow analyses based on the Company’s current borrowing rates for similar types of borrowing arrangements. At March 31, 2010, the carrying value of the Company’s long-term borrowings not measured at fair value was approximately $1.3 billion higher than fair value. At December 31, 2009, the carrying value of the Company’s long-term borrowings not measured at fair value was approximately $1.4 billion higher than fair value.</font></p> </div>
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<NonNumericTextHeader> 3. Fair Value Disclosures. Fair Value Measurements. A description of the valuation techniques applied to the Company’s major categories of assets </NonNumericTextHeader>
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<ElementDefenition> This item represents the complete disclosure regarding the fair value of financial instruments (as defined), including financial assets and financial liabilities (collectively, as defined), and the measurements of those instruments, assets, and liabilities. Such disclosures about the financial instruments, assets, and liabilities would include: (1) the fair value of the required items together with their carrying amounts (as appropriate); (2) for items for which it is not practicable to estimate fair value, disclosure would include: (a) information pertinent to estimating fair value (including, carrying amount, effective interest rate, and maturity, and (b) the reasons why it is not practicable to estimate fair value; (3) significant concentrations of credit risk including: (a) information about the activity, region, or economic characteristics identifying a concentration, (b) the maximum amount of loss the Company is exposed to based on the gross fair value of the related item, (c) policy for requiring collateral or other security and information as to accessing such collateral or security, and (d) the nature and brief description of such collateral or security; (4) quantitative information about market risks and how such risk is are managed; (5) for items measured on both a recurring and nonrecurring basis information regarding the inputs used to develop the fair value measurement; and (6) for items presented in the financial statement for which fair value measurement is elected: (a) information necessary to understand the reasons for the election, (b) discussion of the effect of fair value changes on earnings, (c) a description of [similar groups] items for which the election is made and the relation thereof to the balance sheet, the aggregate carrying value of items included in the balance sheet that are not eligible for the election; (7) all other required (as defined) and desired information. </ElementDefenition>
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4 Subsequent Filings that Reference this Filing

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

 2/22/24  Morgan Stanley                    10-K       12/31/23  224:45M
 2/24/23  Morgan Stanley                    10-K       12/31/22  227:50M
 2/24/22  Morgan Stanley                    10-K       12/31/21  225:51M
 2/26/21  Morgan Stanley                    10-K       12/31/20  225:50M
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Filing Submission 0001193125-10-112958   –   Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)
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